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% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 512 CHF | 100 509 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 410 CHF | 100 410 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 565 CHF | 100 567 CHF | 80,13% | 80,13% |
15/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 637 CHF | 100 635 CHF | 92,82% | 92,82% |
14/11/2024 | 1,00% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 594 CHF | 100 598 CHF | 63,18% | 63,18% |
13/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 377 CHF | 100 376 CHF | 75,05% | 75,05% |
12/11/2024 | 1,00% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 582 CHF | 100 583 CHF | 50,11% | 50,11% |
11/11/2024 | 1,00% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 856 CHF | 100 854 CHF | 79,66% | 79,66% |
08/11/2024 | 1,00% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 624 CHF | 100 627 CHF | 87,01% | 87,01% |
07/11/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 830 CHF | 100 830 CHF | 99,16% | 99,16% |