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% | 98,10 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 325 CHF | 99 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 102 CHF | 98 842 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 196 CHF | 98 937 CHF | 90,84% | 90,84% |
15/11/2024 | 0,75% | 98,40 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 559 CHF | 99 304 CHF | 98,41% | 98,41% |
14/11/2024 | 0,75% | 98,60 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 474 CHF | 99 217 CHF | 79,33% | 79,33% |
13/11/2024 | 0,75% | 98,15 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 240 CHF | 98 981 CHF | 74,41% | 74,41% |
12/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 854 CHF | 99 600 CHF | 74,23% | 74,23% |
11/11/2024 | 0,79% | 98,60 % | 99,35 % | 100 000 | 100 000 | 96 661 | 96 661 | 95 459 CHF | 96 197 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 428 CHF | 99 170 CHF | 54,41% | 54,41% |
07/11/2024 | 0,75% | 98,60 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 585 CHF | 99 328 CHF | 97,35% | 97,35% |