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% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 681 CHF | 100 430 CHF | 98,29% | 98,29% |
19/11/2024 | 0,75% | 99,60 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 424 CHF | 100 172 CHF | 59,38% | 59,38% |
18/11/2024 | 0,75% | 99,40 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 216 CHF | 99 963 CHF | 88,19% | 88,19% |
15/11/2024 | 0,75% | 99,30 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 094 CHF | 100 850 CHF | 92,18% | 92,18% |
14/11/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 208 CHF | 101 973 CHF | 98,09% | 98,09% |
13/11/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 991 CHF | 101 754 CHF | 95,25% | 95,25% |
12/11/2024 | 0,76% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 069 CHF | 95,05% | 95,05% |
11/11/2024 | 0,74% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 283 CHF | 102 036 CHF | 55,70% | 55,70% |
08/11/2024 | 0,74% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 071 CHF | 101 826 CHF | 53,22% | 53,22% |
07/11/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 825 CHF | 101 585 CHF | 92,76% | 92,76% |