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 | 1,01% | 98,08 % | 99,08 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 929 CHF | 69 629 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 98,14 % | 99,14 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 632 CHF | 69 332 CHF | 55,30% | 55,30% |
18/11/2024 | 1,00% | 99,33 % | 100,33 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 662 CHF | 70 362 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 99,46 % | 100,46 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 881 CHF | 70 581 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 100,02 % | 101,02 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 657 CHF | 70 357 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 98,86 % | 99,86 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 920 CHF | 69 620 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 97,91 % | 98,91 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 077 CHF | 69 777 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,74 % | 100,74 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 785 CHF | 70 485 CHF | 99,86% | 99,86% |
08/11/2024 | 1,01% | 97,72 % | 98,72 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 686 CHF | 69 386 CHF | 97,13% | 97,13% |
07/11/2024 | 1,00% | 99,75 % | 100,75 % | 70 000 | 70 000 | 70 000 | 70 000 | 69 849 CHF | 70 549 CHF | 100,00% | 100,00% |