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 | 0,99% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 433 CHF | 100 423 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 131 CHF | 100 136 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 98,90 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 502 CHF | 100 501 CHF | 71,24% | 71,24% |
15/11/2024 | 1,00% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 056 CHF | 101 060 CHF | 88,34% | 88,34% |
14/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 986 CHF | 100 983 CHF | 63,18% | 63,18% |
13/11/2024 | 0,99% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 852 CHF | 100 847 CHF | 75,76% | 75,76% |
12/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 871 CHF | 100 875 CHF | 51,29% | 51,29% |
11/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 164 CHF | 101 166 CHF | 61,68% | 61,68% |
08/11/2024 | 1,00% | 99,75 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 910 CHF | 100 914 CHF | 86,87% | 86,87% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 425 CHF | 101 425 CHF | 99,16% | 99,16% |