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 | 1,01% | 99,85 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 855 CHF | 100 863 CHF | 98,15% | 98,15% |
19/11/2024 | 0,98% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 813 CHF | 100 799 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,75 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 836 CHF | 100 837 CHF | 78,01% | 78,01% |
15/11/2024 | 1,01% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 814 CHF | 100 824 CHF | 92,76% | 92,76% |
14/11/2024 | 1,00% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 983 CHF | 100 986 CHF | 65,14% | 65,14% |
13/11/2024 | 1,01% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 998 CHF | 101 008 CHF | 74,90% | 74,90% |
12/11/2024 | 1,00% | 99,95 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 942 CHF | 100 941 CHF | 50,35% | 50,35% |
11/11/2024 | 0,99% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 924 CHF | 100 917 CHF | 64,04% | 64,04% |
08/11/2024 | 1,00% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 367 CHF | 100 363 CHF | 86,97% | 86,97% |
07/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 308 CHF | 100 304 CHF | 99,16% | 99,16% |