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 | 1,01% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 588 CHF | 99 588 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 395 CHF | 99 395 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 371 CHF | 99 371 CHF | 69,25% | 69,25% |
15/11/2024 | 1,01% | 98,05 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 326 CHF | 99 326 CHF | 88,38% | 88,38% |
14/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 719 CHF | 99 719 CHF | 63,19% | 63,19% |
13/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 890 CHF | 98 890 CHF | 75,33% | 75,33% |
12/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 215 CHF | 99 215 CHF | 49,61% | 49,61% |
11/11/2024 | 1,00% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 994 CHF | 99 993 CHF | 63,51% | 63,51% |
08/11/2024 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 858 CHF | 99 861 CHF | 86,72% | 86,72% |
07/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 565 CHF | 100 565 CHF | 99,16% | 99,16% |