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 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 094 CHF | 101 094 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 993 CHF | 100 990 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 956 CHF | 100 950 CHF | 78,15% | 78,15% |
15/11/2024 | 0,97% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 926 CHF | 100 896 CHF | 88,15% | 88,15% |
14/11/2024 | 0,99% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 846 CHF | 100 839 CHF | 64,87% | 64,87% |
13/11/2024 | 0,99% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 735 CHF | 100 726 CHF | 73,55% | 73,55% |
12/11/2024 | 1,01% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 786 CHF | 100 794 CHF | 50,19% | 50,19% |
11/11/2024 | 1,00% | 99,95 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 996 CHF | 101 001 CHF | 78,73% | 78,73% |
08/11/2024 | 1,01% | 99,85 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 256 CHF | 100 260 CHF | 87,01% | 87,01% |
07/11/2024 | 1,00% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 542 CHF | 100 538 CHF | 99,16% | 99,16% |