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% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 993 CHF | 98 993 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 927 CHF | 98 927 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,35 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 156 CHF | 99 156 CHF | 69,95% | 69,95% |
15/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 177 CHF | 99 177 CHF | 88,16% | 88,16% |
14/11/2024 | 1,01% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 307 CHF | 99 307 CHF | 63,18% | 63,18% |
13/11/2024 | 1,02% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 005 CHF | 99 005 CHF | 75,61% | 75,61% |
12/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 952 CHF | 98 952 CHF | 49,56% | 49,56% |
11/11/2024 | 1,01% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 360 CHF | 99 360 CHF | 61,72% | 61,72% |
08/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 115 CHF | 99 115 CHF | 86,73% | 86,73% |
07/11/2024 | 1,01% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 266 CHF | 99 266 CHF | 99,16% | 99,16% |