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 | 0,70% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 500 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 600 CHF | 99,43% | 99,43% |
15/11/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 98,43% | 98,43% |
14/11/2024 | 0,70% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 600 CHF | 99,52% | 99,52% |
13/11/2024 | 0,80% | 99,90 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 700 CHF | 98,15% | 98,15% |
12/11/2024 | 0,80% | 99,90 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 100,00 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 700 CHF | 55,05% | 55,05% |
07/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 97,60% | 97,60% |