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 | 1,02% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 468 CHF | 100 484 CHF | 98,15% | 98,15% |
19/11/2024 | 0,97% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 475 CHF | 100 450 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 536 CHF | 100 524 CHF | 70,75% | 70,75% |
15/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 552 CHF | 100 539 CHF | 92,82% | 92,82% |
14/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 514 CHF | 100 513 CHF | 63,06% | 63,06% |
13/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 683 CHF | 100 682 CHF | 73,28% | 73,28% |
12/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 634 CHF | 100 629 CHF | 49,58% | 49,58% |
11/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 710 CHF | 100 710 CHF | 78,89% | 78,89% |
08/11/2024 | 1,01% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 695 CHF | 100 704 CHF | 86,99% | 86,99% |
07/11/2024 | 1,01% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 693 CHF | 100 700 CHF | 99,16% | 99,16% |