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 | 0,96% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 450 CHF | 100 408 CHF | 98,15% | 98,15% |
19/11/2024 | 0,97% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 450 CHF | 100 416 CHF | 93,72% | 93,72% |
18/11/2024 | 1,05% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 453 CHF | 100 500 CHF | 70,60% | 70,60% |
15/11/2024 | 1,00% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 482 CHF | 100 480 CHF | 88,14% | 88,14% |
14/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 500 CHF | 100 500 CHF | 63,06% | 63,06% |
13/11/2024 | 1,03% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 567 CHF | 100 600 CHF | 75,44% | 75,44% |
12/11/2024 | 1,03% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 567 CHF | 100 600 CHF | 50,60% | 50,60% |
11/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 600 CHF | 79,66% | 79,66% |
08/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 600 CHF | 86,82% | 86,82% |
07/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 608 CHF | 100 600 CHF | 99,16% | 99,16% |