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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,99% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 335 CHF | 100 328 CHF | 99,91% | 99,91% |
20/11/2024 | 1,01% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 571 CHF | 100 578 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 504 CHF | 100 507 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 615 CHF | 100 604 CHF | 70,55% | 70,55% |
15/11/2024 | 0,99% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 599 CHF | 100 592 CHF | 92,78% | 92,78% |
14/11/2024 | 1,01% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 674 CHF | 100 682 CHF | 62,61% | 62,61% |
13/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 531 CHF | 100 530 CHF | 75,43% | 75,43% |
12/11/2024 | 1,01% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 416 CHF | 100 421 CHF | 50,60% | 50,60% |
11/11/2024 | 0,98% | 99,75 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 815 CHF | 100 802 CHF | 79,77% | 79,77% |
08/11/2024 | 0,99% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 779 CHF | 100 774 CHF | 86,81% | 86,81% |