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 | 0,80% | 100,10 % | 100,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 096 CHF | 50 496 CHF | 97,95% | 97,95% |
19/11/2024 | 1,00% | 99,90 % | 100,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 931 CHF | 50 431 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,20 % | 101,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 056 CHF | 50 556 CHF | 99,05% | 99,05% |
15/11/2024 | 0,80% | 99,90 % | 100,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 994 CHF | 50 394 CHF | 99,38% | 99,38% |
14/11/2024 | 0,79% | 100,40 % | 101,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 165 CHF | 50 565 CHF | 99,92% | 99,92% |
13/11/2024 | 1,00% | 99,90 % | 100,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 988 CHF | 50 488 CHF | 99,89% | 99,89% |
12/11/2024 | 0,99% | 100,00 % | 101,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 032 CHF | 50 532 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,20 % | 101,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 100 CHF | 50 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 010 CHF | 50 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,20 % | 101,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 072 CHF | 50 572 CHF | 99,76% | 99,76% |