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% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 680 CHF | 99 423 CHF | 39,07% | 39,07% |
19/11/2024 | 0,75% | 97,95 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 795 CHF | 98 533 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 98,25 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 121 CHF | 98 855 CHF | 99,47% | 99,47% |
15/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 942 CHF | 98 681 CHF | 84,77% | 84,77% |
14/11/2024 | 0,75% | 98,25 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 995 CHF | 98 732 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 796 CHF | 98 532 CHF | 97,78% | 97,78% |
12/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 470 CHF | 99 213 CHF | 99,58% | 99,58% |
11/11/2024 | 0,78% | 98,90 % | 99,65 % | 100 000 | 100 000 | 97 407 | 97 407 | 96 129 CHF | 96 868 CHF | 98,65% | 98,65% |
08/11/2024 | 0,75% | 98,20 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 277 CHF | 99 016 CHF | 55,16% | 55,16% |
07/11/2024 | 0,75% | 98,95 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 059 CHF | 99 803 CHF | 97,63% | 97,63% |