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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 746 CHF | 99 746 CHF | 99,91% | 99,91% |
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 | 1,02% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 971 CHF | 98 971 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 177 CHF | 99 177 CHF | 69,83% | 69,83% |
15/11/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 641 CHF | 98 641 CHF | 88,21% | 88,21% |
14/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 390 CHF | 98 390 CHF | 65,46% | 65,46% |
13/11/2024 | 1,03% | 96,90 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 054 CHF | 98 054 CHF | 73,72% | 73,72% |
12/11/2024 | 1,02% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 280 CHF | 98 280 CHF | 50,34% | 50,34% |
11/11/2024 | 1,00% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 143 CHF | 100 140 CHF | 80,28% | 80,28% |
08/11/2024 | 1,00% | 98,70 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 966 CHF | 99 965 CHF | 86,77% | 86,77% |