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% | 99,85 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 924 CHF | 100 927 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 978 CHF | 100 977 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 921 CHF | 100 921 CHF | 79,58% | 79,58% |
15/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 761 CHF | 100 766 CHF | 88,43% | 88,43% |
14/11/2024 | 0,98% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 918 CHF | 100 905 CHF | 65,46% | 65,46% |
13/11/2024 | 1,01% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 326 CHF | 100 334 CHF | 73,72% | 73,72% |
12/11/2024 | 1,01% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 439 CHF | 100 444 CHF | 49,62% | 49,62% |
11/11/2024 | 1,00% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 809 CHF | 100 811 CHF | 80,08% | 80,08% |
08/11/2024 | 1,00% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 793 CHF | 100 796 CHF | 86,80% | 86,80% |
07/11/2024 | 1,00% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 021 CHF | 101 022 CHF | 99,16% | 99,16% |