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 | 0,99% | 99,85 % | 100,80 % | 100 000 | 100 000 | 27 241 | 27 241 | 27 325 CHF | 27 597 CHF | 97,86% | 97,86% |
19/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 260 CHF | 101 260 CHF | 12,55% | 12,55% |
18/11/2024 | 1,00% | 99,95 % | 101,00 % | 100 000 | 100 000 | 27 306 | 27 306 | 27 171 CHF | 27 444 CHF | 97,50% | 97,50% |
15/11/2024 | 1,01% | 99,00 % | 100,00 % | 100 000 | 100 000 | 27 083 | 27 083 | 26 881 CHF | 27 150 CHF | 98,77% | 98,77% |
14/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 63 745 | 63 745 | 62 819 CHF | 63 456 CHF | 28,56% | 28,56% |
13/11/2024 | 1,01% | 98,80 % | 99,80 % | 100 000 | 100 000 | 28 342 | 28 342 | 28 024 CHF | 28 307 CHF | 91,99% | 91,99% |
12/11/2024 | 1,01% | 98,75 % | 99,75 % | 100 000 | 100 000 | 27 148 | 27 148 | 26 836 CHF | 27 107 CHF | 98,40% | 98,40% |
11/11/2024 | 0,99% | 100,40 % | 101,40 % | 10 000 | 10 000 | 10 000 | 10 000 | 10 040 CHF | 10 140 CHF | 88,18% | 88,18% |
08/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 27 158 | 27 158 | 27 316 CHF | 27 588 CHF | 98,34% | 98,34% |
07/11/2024 | 0,99% | 101,20 % | 102,20 % | 100 000 | 100 000 | 27 684 | 27 684 | 27 862 CHF | 28 139 CHF | 71,12% | 71,12% |