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 | 0,74% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 771 CHF | 100 515 CHF | 48,42% | 48,42% |
19/11/2024 | 0,75% | 99,45 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 356 CHF | 100 108 CHF | 74,12% | 74,12% |
18/11/2024 | 0,75% | 99,30 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 047 CHF | 91,75% | 91,75% |
15/11/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 544 CHF | 100 295 CHF | 39,86% | 39,86% |
14/11/2024 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 302 CHF | 100 051 CHF | 36,40% | 36,40% |
13/11/2024 | 0,75% | 99,30 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 406 CHF | 100 159 CHF | 19,20% | 19,20% |
12/11/2024 | 0,75% | 99,40 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 524 CHF | 100 273 CHF | 64,31% | 64,31% |
11/11/2024 | 0,74% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 959 CHF | 100 699 CHF | 96,15% | 96,15% |
08/11/2024 | 0,73% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 974 CHF | 100 711 CHF | 21,56% | 21,56% |
07/11/2024 | 0,76% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 140 CHF | 100 904 CHF | 85,59% | 85,59% |