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% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 300 CHF | 99 042 CHF | 99,38% | 99,38% |
19/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 520 CHF | 98 256 CHF | 97,08% | 97,08% |
18/11/2024 | 0,75% | 97,55 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 215 CHF | 97 949 CHF | 90,58% | 90,58% |
15/11/2024 | 0,75% | 97,35 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 649 CHF | 99 393 CHF | 96,09% | 96,09% |
14/11/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 434 CHF | 101 190 CHF | 99,44% | 99,44% |
13/11/2024 | 0,74% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 125 CHF | 100 869 CHF | 96,65% | 96,65% |
12/11/2024 | 0,75% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 555 CHF | 101 315 CHF | 97,57% | 97,57% |
11/11/2024 | 0,76% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 443 CHF | 101 212 CHF | 56,65% | 56,65% |
08/11/2024 | 0,76% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 981 CHF | 100 744 CHF | 54,23% | 54,23% |
07/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 402 CHF | 100 151 CHF | 94,24% | 94,24% |