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% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 98,15% | 98,15% |
19/11/2024 | 0,95% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 350 CHF | 100 300 CHF | 93,72% | 93,72% |
18/11/2024 | 1,05% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 350 CHF | 100 400 CHF | 70,73% | 70,73% |
15/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 400 CHF | 100 400 CHF | 88,55% | 88,55% |
14/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 400 CHF | 100 400 CHF | 63,17% | 63,17% |
13/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 500 CHF | 100 500 CHF | 73,87% | 73,87% |
12/11/2024 | 0,99% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 550 CHF | 100 542 CHF | 50,30% | 50,30% |
11/11/2024 | 1,01% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 583 CHF | 100 593 CHF | 59,71% | 59,71% |
08/11/2024 | 1,02% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 500 CHF | 100 521 CHF | 86,79% | 86,79% |
07/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 592 CHF | 100 590 CHF | 99,16% | 99,16% |