Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 789 CHF | 98 789 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 265 CHF | 98 265 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 882 CHF | 98 882 CHF | 70,19% | 70,19% |
15/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 678 CHF | 98 678 CHF | 88,15% | 88,15% |
14/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 393 CHF | 99 393 CHF | 65,22% | 65,22% |
13/11/2024 | 1,01% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 034 CHF | 99 034 CHF | 73,97% | 73,97% |
12/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 048 CHF | 99 048 CHF | 51,35% | 51,35% |
11/11/2024 | 1,01% | 98,35 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 479 CHF | 99 479 CHF | 81,46% | 81,46% |
08/11/2024 | 1,01% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 294 CHF | 99 294 CHF | 86,88% | 86,88% |
07/11/2024 | 1,01% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 357 CHF | 99 357 CHF | 99,16% | 99,16% |