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% | 98,05 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 113 CHF | 99 113 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 942 CHF | 98 942 CHF | 93,70% | 93,70% |
18/11/2024 | 1,01% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 138 CHF | 99 138 CHF | 76,36% | 76,36% |
15/11/2024 | 1,02% | 97,80 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 979 CHF | 98 979 CHF | 93,75% | 93,75% |
14/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 639 CHF | 98 639 CHF | 63,28% | 63,28% |
13/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 007 CHF | 99 007 CHF | 73,47% | 73,47% |
12/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 989 CHF | 98 989 CHF | 50,79% | 50,79% |
11/11/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 622 CHF | 99 622 CHF | 79,59% | 79,59% |
08/11/2024 | 1,00% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 957 CHF | 99 954 CHF | 86,94% | 86,94% |
07/11/2024 | 1,00% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 379 CHF | 100 381 CHF | 99,16% | 99,16% |