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 | 0,76% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 087 CHF | 100 851 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 902 CHF | 100 660 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 955 CHF | 100 711 CHF | 90,86% | 90,86% |
15/11/2024 | 0,75% | 100,20 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 286 CHF | 101 043 CHF | 98,45% | 98,45% |
14/11/2024 | 0,76% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 225 CHF | 100 988 CHF | 96,08% | 96,08% |
13/11/2024 | 0,75% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 066 CHF | 100 819 CHF | 82,26% | 82,26% |
12/11/2024 | 0,77% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 582 CHF | 101 357 CHF | 74,30% | 74,30% |
11/11/2024 | 0,78% | 100,40 % | 101,20 % | 100 000 | 100 000 | 96 661 | 96 661 | 97 172 CHF | 97 916 CHF | 74,49% | 74,49% |
08/11/2024 | 0,74% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 245 CHF | 100 992 CHF | 54,47% | 54,47% |
07/11/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 386 CHF | 101 144 CHF | 97,39% | 97,39% |