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% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 98,15% | 98,15% |
19/11/2024 | 0,95% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 250 CHF | 100 200 CHF | 93,72% | 93,72% |
18/11/2024 | 1,05% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 250 CHF | 100 300 CHF | 70,16% | 70,16% |
15/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 88,59% | 88,59% |
14/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 63,41% | 63,41% |
13/11/2024 | 1,05% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 355 CHF | 100 400 CHF | 74,87% | 74,87% |
12/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 400 CHF | 100 400 CHF | 49,68% | 49,68% |
11/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 400 CHF | 100 400 CHF | 62,79% | 62,79% |
08/11/2024 | 0,95% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 450 CHF | 100 400 CHF | 86,90% | 86,90% |
07/11/2024 | 1,05% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 450 CHF | 100 500 CHF | 99,16% | 99,16% |