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% | 98,95 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 954 CHF | 99 696 CHF | 99,80% | 99,80% |
19/11/2024 | 0,75% | 98,75 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 449 CHF | 99 191 CHF | 95,52% | 95,52% |
18/11/2024 | 0,75% | 98,50 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 187 CHF | 98 930 CHF | 90,95% | 90,95% |
15/11/2024 | 0,75% | 98,20 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 257 CHF | 100 004 CHF | 72,79% | 72,79% |
14/11/2024 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 685 CHF | 101 445 CHF | 99,34% | 99,34% |
13/11/2024 | 0,75% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 156 CHF | 97,58% | 97,58% |
12/11/2024 | 0,76% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 724 CHF | 101 491 CHF | 87,45% | 87,45% |
11/11/2024 | 0,76% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 739 CHF | 101 502 CHF | 56,31% | 56,31% |
08/11/2024 | 0,75% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 365 CHF | 101 124 CHF | 55,01% | 55,01% |
07/11/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 922 CHF | 100 672 CHF | 94,63% | 94,63% |