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% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 644 CHF | 100 644 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 494 CHF | 100 490 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 627 CHF | 100 626 CHF | 71,00% | 71,00% |
15/11/2024 | 0,99% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 753 CHF | 100 749 CHF | 92,84% | 92,84% |
14/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 986 CHF | 100 985 CHF | 63,63% | 63,63% |
13/11/2024 | 1,00% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 049 CHF | 101 052 CHF | 73,96% | 73,96% |
12/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 186 CHF | 101 187 CHF | 50,31% | 50,31% |
11/11/2024 | 0,99% | 100,40 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 371 CHF | 101 371 CHF | 80,23% | 80,23% |
08/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 232 CHF | 101 232 CHF | 86,77% | 86,77% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 262 CHF | 101 262 CHF | 99,16% | 99,16% |