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% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 770 CHF | 99 770 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 671 CHF | 99 672 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 888 CHF | 99 887 CHF | 70,83% | 70,83% |
15/11/2024 | 1,00% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 019 CHF | 100 018 CHF | 88,16% | 88,16% |
14/11/2024 | 1,00% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 003 CHF | 99 996 CHF | 63,44% | 63,44% |
13/11/2024 | 1,01% | 98,70 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 915 CHF | 99 915 CHF | 75,53% | 75,53% |
12/11/2024 | 0,99% | 99,05 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 193 CHF | 100 185 CHF | 50,33% | 50,33% |
11/11/2024 | 1,01% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 410 CHF | 100 415 CHF | 80,14% | 80,14% |
08/11/2024 | 1,01% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 427 CHF | 100 431 CHF | 86,77% | 86,77% |
07/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 564 CHF | 100 566 CHF | 99,16% | 99,16% |