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% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 639 CHF | 99 639 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 699 CHF | 99 699 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,70 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 570 CHF | 99 570 CHF | 80,29% | 80,29% |
15/11/2024 | 1,01% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 322 CHF | 99 322 CHF | 88,35% | 88,35% |
14/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 540 CHF | 99 540 CHF | 65,22% | 65,22% |
13/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 087 CHF | 98 087 CHF | 75,38% | 75,38% |
12/11/2024 | 1,02% | 96,95 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 446 CHF | 98 446 CHF | 49,61% | 49,61% |
11/11/2024 | 1,01% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 256 CHF | 99 256 CHF | 64,08% | 64,08% |
08/11/2024 | 1,01% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 343 CHF | 99 343 CHF | 86,81% | 86,81% |
07/11/2024 | 1,01% | 98,55 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 760 CHF | 99 760 CHF | 99,16% | 99,16% |