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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,01% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 247 CHF | 100 252 CHF | 99,91% | 99,91% |
20/11/2024 | 1,00% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 202 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 233 CHF | 100 229 CHF | 93,71% | 93,71% |
18/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 261 CHF | 100 254 CHF | 77,93% | 77,93% |
15/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 203 CHF | 100 201 CHF | 87,83% | 87,83% |
14/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 177 CHF | 100 178 CHF | 63,36% | 63,36% |
13/11/2024 | 1,01% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 062 CHF | 100 068 CHF | 75,41% | 75,41% |
12/11/2024 | 1,01% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 082 CHF | 100 083 CHF | 50,54% | 50,54% |
11/11/2024 | 1,01% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 285 CHF | 100 296 CHF | 80,14% | 80,14% |
08/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 105 CHF | 100 096 CHF | 86,77% | 86,77% |