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% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 95,19% | 95,19% |
19/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 98,44% | 98,44% |
18/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 96,74% | 96,74% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 57,26% | 57,26% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 78,75% | 78,75% |
13/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 95,75% | 95,75% |
12/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 51,89% | 51,89% |
11/11/2024 | 0,73% | 100,10 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 071 CHF | 100 800 CHF | 91,67% | 91,67% |
08/11/2024 | 0,72% | 100,10 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 100 CHF | 100 821 CHF | 53,57% | 53,57% |
07/11/2024 | 0,78% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 100 CHF | 100 888 CHF | 88,70% | 88,70% |