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% | 98,75 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 104 CHF | 99 851 CHF | 99,28% | 99,28% |
19/11/2024 | 0,75% | 98,65 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 515 CHF | 99 257 CHF | 94,35% | 94,35% |
18/11/2024 | 0,75% | 99,10 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 106 CHF | 99 853 CHF | 99,44% | 99,44% |
15/11/2024 | 0,74% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 767 CHF | 100 512 CHF | 98,53% | 98,53% |
14/11/2024 | 0,75% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 934 CHF | 100 691 CHF | 99,22% | 99,22% |
13/11/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 439 CHF | 100 189 CHF | 96,33% | 96,33% |
12/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 874 CHF | 100 629 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 100,30 % | 101,00 % | 100 000 | 100 000 | 97 467 | 97 467 | 97 663 CHF | 98 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 738 CHF | 100 491 CHF | 53,06% | 53,06% |
07/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 910 CHF | 100 665 CHF | 97,39% | 97,39% |