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% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 030 CHF | 101 034 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 070 CHF | 101 072 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 991 CHF | 100 997 CHF | 69,84% | 69,84% |
15/11/2024 | 0,99% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 093 CHF | 101 093 CHF | 88,15% | 88,15% |
14/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 214 CHF | 101 214 CHF | 65,44% | 65,44% |
13/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 046 CHF | 101 044 CHF | 75,36% | 75,36% |
12/11/2024 | 1,01% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 807 CHF | 100 816 CHF | 49,60% | 49,60% |
11/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 247 CHF | 101 247 CHF | 80,15% | 80,15% |
08/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 116 CHF | 101 117 CHF | 86,78% | 86,78% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 448 CHF | 101 448 CHF | 99,16% | 99,16% |