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 | 0,80% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 586 CHF | 100 386 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 990 CHF | 100 790 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 173 CHF | 100 973 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 228 CHF | 101 028 CHF | 98,43% | 98,43% |
14/11/2024 | 0,80% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 013 CHF | 100 813 CHF | 99,72% | 99,72% |
13/11/2024 | 0,81% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 604 CHF | 99 404 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 668 CHF | 99 668 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 041 CHF | 100 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,60 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 596 CHF | 99 396 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,60 % | 99,40 % | 100 000 | 100 000 | 100 000 | 98 975 | 98 510 CHF | 98 289 CHF | 100,00% | 100,00% |