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 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 490 CHF | 98 490 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 096 CHF | 98 096 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 258 CHF | 98 258 CHF | 78,06% | 78,06% |
15/11/2024 | 1,02% | 96,95 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 141 CHF | 98 141 CHF | 92,75% | 92,75% |
14/11/2024 | 1,03% | 96,90 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 730 CHF | 97 730 CHF | 63,43% | 63,43% |
13/11/2024 | 1,02% | 96,35 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 262 CHF | 98 262 CHF | 75,03% | 75,03% |
12/11/2024 | 1,02% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 395 CHF | 98 395 CHF | 50,35% | 50,35% |
11/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 130 CHF | 99 130 CHF | 79,97% | 79,97% |
08/11/2024 | 1,00% | 98,50 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 922 CHF | 99 920 CHF | 86,81% | 86,81% |
07/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 968 CHF | 100 965 CHF | 99,16% | 99,16% |