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% | 98,80 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 163 CHF | 99 909 CHF | 99,28% | 99,28% |
19/11/2024 | 0,75% | 98,70 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 574 CHF | 99 317 CHF | 98,46% | 98,46% |
18/11/2024 | 0,75% | 99,30 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 267 CHF | 100 013 CHF | 99,46% | 99,46% |
15/11/2024 | 0,74% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 977 CHF | 100 719 CHF | 98,52% | 98,52% |
14/11/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 165 CHF | 100 921 CHF | 99,22% | 99,22% |
13/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 635 CHF | 100 389 CHF | 96,33% | 96,33% |
12/11/2024 | 0,75% | 99,60 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 093 CHF | 100 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 100,50 % | 101,30 % | 100 000 | 100 000 | 97 467 | 97 467 | 97 876 CHF | 98 621 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 946 CHF | 100 704 CHF | 53,05% | 53,05% |
07/11/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 173 CHF | 100 929 CHF | 97,42% | 97,42% |