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% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 469 CHF | 100 473 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 504 CHF | 100 498 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 453 CHF | 100 451 CHF | 71,34% | 71,34% |
15/11/2024 | 1,01% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 388 CHF | 100 394 CHF | 92,84% | 92,84% |
14/11/2024 | 0,98% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 494 CHF | 100 476 CHF | 63,42% | 63,42% |
13/11/2024 | 1,01% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 102 CHF | 100 108 CHF | 74,95% | 74,95% |
12/11/2024 | 0,99% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 181 CHF | 100 163 CHF | 50,62% | 50,62% |
11/11/2024 | 0,99% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 432 CHF | 100 423 CHF | 78,83% | 78,83% |
08/11/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 467 CHF | 100 470 CHF | 87,00% | 87,00% |
07/11/2024 | 0,99% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 592 CHF | 99,16% | 99,16% |