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 | 0,80% | 99,60 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 400 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 400 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 400 CHF | 99,43% | 99,43% |
15/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 400 CHF | 98,50% | 98,50% |
14/11/2024 | 0,70% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 400 CHF | 99,52% | 99,52% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 98,20% | 98,20% |
12/11/2024 | 0,80% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 55,14% | 55,14% |
07/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 97,68% | 97,68% |