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 | 99 043 CHF | 99 793 CHF | 39,07% | 39,07% |
19/11/2024 | 0,75% | 98,30 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 105 CHF | 98 845 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 98,60 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 440 CHF | 99 182 CHF | 99,44% | 99,44% |
15/11/2024 | 0,75% | 98,20 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 276 CHF | 99 017 CHF | 84,72% | 84,72% |
14/11/2024 | 0,75% | 98,60 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 335 CHF | 99 077 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 149 CHF | 98 889 CHF | 97,73% | 97,73% |
12/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 822 CHF | 99 567 CHF | 99,58% | 99,58% |
11/11/2024 | 0,77% | 99,25 % | 100,00 % | 100 000 | 100 000 | 97 407 | 97 407 | 96 457 CHF | 97 195 CHF | 98,65% | 98,65% |
08/11/2024 | 0,75% | 98,60 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 625 CHF | 99 369 CHF | 55,11% | 55,11% |
07/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 431 CHF | 100 177 CHF | 97,45% | 97,45% |