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% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 429 CHF | 100 436 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 240 CHF | 100 238 CHF | 93,71% | 93,71% |
18/11/2024 | 1,01% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 313 CHF | 100 317 CHF | 77,63% | 77,63% |
15/11/2024 | 1,00% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 194 CHF | 100 195 CHF | 93,72% | 93,72% |
14/11/2024 | 1,01% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 979 CHF | 99 980 CHF | 63,28% | 63,28% |
13/11/2024 | 1,00% | 99,05 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 186 CHF | 100 182 CHF | 73,43% | 73,43% |
12/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 199 CHF | 100 200 CHF | 50,65% | 50,65% |
11/11/2024 | 0,99% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 457 CHF | 100 451 CHF | 78,65% | 78,65% |
08/11/2024 | 1,00% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 636 CHF | 100 637 CHF | 86,84% | 86,84% |
07/11/2024 | 1,00% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 858 CHF | 100 867 CHF | 99,16% | 99,16% |