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 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 064 CHF | 101 063 CHF | 99,91% | 99,91% |
20/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 489 CHF | 100 490 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 091 CHF | 100 087 CHF | 93,71% | 93,71% |
18/11/2024 | 1,00% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 598 CHF | 100 601 CHF | 76,34% | 76,34% |
15/11/2024 | 0,99% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 679 CHF | 100 672 CHF | 92,55% | 92,55% |
14/11/2024 | 1,00% | 99,75 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 670 CHF | 100 671 CHF | 65,64% | 65,64% |
13/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 334 CHF | 100 331 CHF | 74,72% | 74,72% |
12/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 787 CHF | 100 783 CHF | 51,45% | 51,45% |
11/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 139 CHF | 101 139 CHF | 81,30% | 81,30% |
08/11/2024 | 1,00% | 99,85 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 825 CHF | 100 825 CHF | 86,82% | 86,82% |