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% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 350 CHF | 100 400 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 377 CHF | 100 400 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 400 CHF | 100 400 CHF | 81,71% | 81,71% |
15/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 403 CHF | 100 400 CHF | 92,86% | 92,86% |
14/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 500 CHF | 100 500 CHF | 42,75% | 42,75% |
13/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 509 CHF | 100 506 CHF | 75,31% | 75,31% |
12/11/2024 | 1,00% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 488 CHF | 100 483 CHF | 49,64% | 49,64% |
11/11/2024 | 0,99% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 582 CHF | 100 574 CHF | 81,59% | 81,59% |
08/11/2024 | 1,01% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 628 CHF | 100 643 CHF | 86,97% | 86,97% |
07/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 690 CHF | 100 690 CHF | 99,16% | 99,16% |