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% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 450 CHF | 100 445 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 413 CHF | 100 419 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 275 CHF | 100 273 CHF | 71,39% | 71,39% |
15/11/2024 | 1,01% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 077 CHF | 100 084 CHF | 92,86% | 92,86% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 900 CHF | 99 899 CHF | 74,76% | 74,76% |
12/11/2024 | 1,00% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 097 CHF | 100 091 CHF | 50,40% | 50,40% |
11/11/2024 | 1,00% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 499 CHF | 100 502 CHF | 81,56% | 81,56% |
08/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 331 CHF | 100 332 CHF | 86,80% | 86,80% |
07/11/2024 | 0,99% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 601 CHF | 100 596 CHF | 99,16% | 99,16% |