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 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 574 CHF | 99 574 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 317 CHF | 99 317 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 993 CHF | 99 992 CHF | 69,90% | 69,90% |
15/11/2024 | 1,00% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 969 CHF | 99 967 CHF | 88,19% | 88,19% |
14/11/2024 | 1,00% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 313 CHF | 100 309 CHF | 63,18% | 63,18% |
13/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 927 CHF | 99 927 CHF | 75,61% | 75,61% |
12/11/2024 | 1,00% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 976 CHF | 99 975 CHF | 51,01% | 51,01% |
11/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 342 CHF | 100 344 CHF | 77,79% | 77,79% |
08/11/2024 | 1,01% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 086 CHF | 100 089 CHF | 86,80% | 86,80% |
07/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 396 CHF | 100 400 CHF | 99,16% | 99,16% |