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 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 392 CHF | 100 145 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 99,30 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 298 CHF | 100 045 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 569 CHF | 100 320 CHF | 99,51% | 99,51% |
15/11/2024 | 0,74% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 799 CHF | 100 545 CHF | 98,56% | 98,56% |
14/11/2024 | 0,73% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 226 CHF | 100 961 CHF | 99,24% | 99,24% |
13/11/2024 | 0,76% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 395 CHF | 101 157 CHF | 98,33% | 98,33% |
12/11/2024 | 0,75% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 331 CHF | 101 082 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 508 CHF | 101 291 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 302 CHF | 101 052 CHF | 55,19% | 55,19% |
07/11/2024 | 0,74% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 465 CHF | 101 215 CHF | 97,48% | 97,48% |