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 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 375 CHF | 100 371 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 388 CHF | 100 393 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 255 CHF | 100 273 CHF | 71,03% | 71,03% |
15/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 162 CHF | 100 154 CHF | 88,11% | 88,11% |
14/11/2024 | 1,00% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 387 CHF | 100 383 CHF | 63,41% | 63,41% |
13/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 295 CHF | 100 293 CHF | 75,43% | 75,43% |
12/11/2024 | 1,00% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 379 CHF | 100 383 CHF | 50,64% | 50,64% |
11/11/2024 | 1,00% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 510 CHF | 100 511 CHF | 80,07% | 80,07% |
08/11/2024 | 1,01% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 384 CHF | 100 397 CHF | 87,07% | 87,07% |
07/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 560 CHF | 100 555 CHF | 99,16% | 99,16% |