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 | 1,02% | 99,35 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 542 CHF | 100 560 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 367 CHF | 100 362 CHF | 93,70% | 93,70% |
18/11/2024 | 1,01% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 546 CHF | 100 552 CHF | 76,53% | 76,53% |
15/11/2024 | 1,01% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 607 CHF | 100 614 CHF | 91,92% | 91,92% |
14/11/2024 | 1,01% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 676 CHF | 100 686 CHF | 63,28% | 63,28% |
13/11/2024 | 1,00% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 408 CHF | 100 407 CHF | 73,46% | 73,46% |
12/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 714 CHF | 100 719 CHF | 50,66% | 50,66% |
11/11/2024 | 0,97% | 99,85 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 767 CHF | 100 737 CHF | 63,57% | 63,57% |
08/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 562 CHF | 100 556 CHF | 86,99% | 86,99% |
07/11/2024 | 1,00% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 542 CHF | 100 543 CHF | 99,16% | 99,16% |