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 | 1,00% | 99,50 % | 100,50 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 816 CHF | 50 408 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 100,01 % | 101,01 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 869 CHF | 50 435 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 100,04 % | 101,04 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 877 CHF | 50 438 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 866 CHF | 50 433 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 100,74 % | 101,74 % | 100 000 | 50 000 | 100 000 | 50 000 | 100 255 CHF | 50 628 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,86 % | 100,86 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 671 CHF | 50 336 CHF | 99,31% | 99,31% |
12/11/2024 | 1,00% | 99,56 % | 100,56 % | 100 000 | 50 000 | 100 000 | 50 000 | 99 922 CHF | 50 461 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,16 % | 101,16 % | 100 000 | 50 000 | 100 000 | 50 000 | 100 403 CHF | 50 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 100,28 % | 101,28 % | 100 000 | 50 000 | 100 000 | 50 000 | 100 413 CHF | 50 707 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,48 % | 101,48 % | 100 000 | 50 000 | 100 000 | 50 000 | 100 696 CHF | 50 848 CHF | 100,00% | 100,00% |