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 | 1,88% | 100,30 % | 102,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 151 CHF | 51 100 CHF | 98,58% | 98,58% |
19/11/2024 | 1,89% | 99,80 % | 101,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 896 CHF | 50 846 CHF | 100,00% | 100,00% |
18/11/2024 | 1,88% | 99,80 % | 101,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 939 CHF | 50 889 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 99,60 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 861 CHF | 50 811 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 99,80 % | 101,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 792 CHF | 50 742 CHF | 100,00% | 100,00% |
13/11/2024 | 1,89% | 99,60 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 792 CHF | 50 742 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 99,70 % | 101,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 909 CHF | 50 859 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 100,10 % | 102,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 048 CHF | 50 998 CHF | 100,00% | 100,00% |
08/11/2024 | 1,89% | 99,90 % | 101,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 839 CHF | 50 788 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 100,00 % | 101,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 980 CHF | 50 930 CHF | 99,23% | 99,23% |