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 | 0,75% | 99,00 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 994 CHF | 99 744 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 98,55 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 555 CHF | 99 297 CHF | 92,79% | 92,79% |
18/11/2024 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 091 CHF | 99 837 CHF | 99,40% | 99,40% |
15/11/2024 | 0,76% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 490 CHF | 100 247 CHF | 98,43% | 98,43% |
14/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 326 CHF | 100 074 CHF | 99,26% | 99,26% |
13/11/2024 | 0,75% | 98,90 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 578 CHF | 99 321 CHF | 95,23% | 95,23% |
12/11/2024 | 0,75% | 99,40 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 740 CHF | 100 495 CHF | 99,09% | 99,09% |
11/11/2024 | 0,75% | 100,00 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 925 CHF | 100 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 99,40 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 481 CHF | 100 230 CHF | 55,05% | 55,05% |
07/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 626 CHF | 100 376 CHF | 97,72% | 97,72% |