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 | 0,74% | 99,05 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 289 CHF | 100 032 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 99,20 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 216 CHF | 99 965 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 665 CHF | 100 418 CHF | 99,37% | 99,37% |
15/11/2024 | 0,75% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 003 CHF | 100 752 CHF | 98,46% | 98,46% |
14/11/2024 | 0,75% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 907 CHF | 100 657 CHF | 94,67% | 94,67% |
13/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 161 CHF | 99 908 CHF | 98,08% | 98,08% |
12/11/2024 | 0,75% | 99,25 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 362 CHF | 100 107 CHF | 52,47% | 52,47% |
11/11/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 633 CHF | 100 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 99,30 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 675 CHF | 100 423 CHF | 54,97% | 54,97% |
07/11/2024 | 0,75% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 626 CHF | 101 384 CHF | 94,12% | 94,12% |