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 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 482 CHF | 100 480 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 073 CHF | 100 072 CHF | 93,71% | 93,71% |
18/11/2024 | 1,00% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 291 CHF | 100 289 CHF | 76,72% | 76,72% |
15/11/2024 | 1,00% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 334 CHF | 100 329 CHF | 92,71% | 92,71% |
14/11/2024 | 1,00% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 027 CHF | 100 021 CHF | 63,02% | 63,02% |
13/11/2024 | 1,00% | 98,90 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 245 CHF | 100 238 CHF | 73,46% | 73,46% |
12/11/2024 | 1,01% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 545 CHF | 100 552 CHF | 51,62% | 51,62% |
11/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 556 CHF | 100 553 CHF | 80,01% | 80,01% |
08/11/2024 | 1,01% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 438 CHF | 100 443 CHF | 86,83% | 86,83% |
07/11/2024 | 1,00% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 449 CHF | 100 447 CHF | 99,16% | 99,16% |