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% | 99,20 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 441 CHF | 100 187 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 99,20 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 220 CHF | 99 969 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 305 CHF | 100 054 CHF | 90,90% | 90,90% |
15/11/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 686 CHF | 100 438 CHF | 98,48% | 98,48% |
14/11/2024 | 0,75% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 631 CHF | 100 382 CHF | 79,21% | 79,21% |
13/11/2024 | 0,76% | 99,40 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 458 CHF | 100 214 CHF | 74,48% | 74,48% |
12/11/2024 | 0,76% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 086 CHF | 100 846 CHF | 74,33% | 74,33% |
11/11/2024 | 0,79% | 99,85 % | 100,60 % | 100 000 | 100 000 | 96 661 | 96 661 | 96 653 CHF | 97 401 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 99,60 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 622 CHF | 100 374 CHF | 54,49% | 54,49% |
07/11/2024 | 0,75% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 792 CHF | 100 543 CHF | 97,40% | 97,40% |