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 | 1,05% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 150 CHF | 100 200 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 178 CHF | 100 185 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 70,92% | 70,92% |
15/11/2024 | 1,01% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 191 CHF | 100 200 CHF | 92,60% | 92,60% |
14/11/2024 | 0,97% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 230 CHF | 100 201 CHF | 62,62% | 62,62% |
13/11/2024 | 0,98% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 249 CHF | 100 231 CHF | 75,54% | 75,54% |
12/11/2024 | 1,01% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 194 CHF | 100 200 CHF | 50,31% | 50,31% |
11/11/2024 | 0,99% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 247 CHF | 100 233 CHF | 79,04% | 79,04% |
08/11/2024 | 1,00% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 120 CHF | 100 118 CHF | 86,82% | 86,82% |
07/11/2024 | 1,01% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 170 CHF | 100 175 CHF | 99,16% | 99,16% |