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 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 127 CHF | 101 127 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 136 CHF | 101 137 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 254 CHF | 101 254 CHF | 69,90% | 69,90% |
15/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 114 CHF | 101 114 CHF | 88,18% | 88,18% |
14/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 186 CHF | 101 186 CHF | 63,20% | 63,20% |
13/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 594 CHF | 100 596 CHF | 75,52% | 75,52% |
12/11/2024 | 1,00% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 694 CHF | 100 692 CHF | 50,34% | 50,34% |
11/11/2024 | 1,00% | 99,85 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 005 CHF | 101 007 CHF | 81,45% | 81,45% |
08/11/2024 | 1,00% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 066 CHF | 101 068 CHF | 86,87% | 86,87% |
07/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 238 CHF | 101 238 CHF | 99,16% | 99,16% |