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 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 312 CHF | 99 054 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 381 CHF | 99 121 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 98,85 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 718 CHF | 99 463 CHF | 99,33% | 99,33% |
15/11/2024 | 0,75% | 98,75 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 921 CHF | 99 665 CHF | 98,33% | 98,33% |
14/11/2024 | 0,75% | 99,40 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 966 CHF | 99 714 CHF | 94,67% | 94,67% |
13/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 258 CHF | 98 999 CHF | 97,98% | 97,98% |
12/11/2024 | 0,75% | 98,40 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 517 CHF | 99 261 CHF | 52,47% | 52,47% |
11/11/2024 | 0,75% | 98,80 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 842 CHF | 99 587 CHF | 99,30% | 99,30% |
08/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 880 CHF | 99 624 CHF | 54,23% | 54,23% |
07/11/2024 | 0,75% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 518 CHF | 100 269 CHF | 93,99% | 93,99% |