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 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 881 CHF | 100 883 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 349 CHF | 100 347 CHF | 93,69% | 93,69% |
18/11/2024 | 0,99% | 100,60 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 634 CHF | 101 634 CHF | 74,11% | 74,11% |
15/11/2024 | 0,99% | 100,80 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 986 CHF | 101 986 CHF | 91,63% | 91,63% |
14/11/2024 | 0,99% | 100,40 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 190 CHF | 101 190 CHF | 29,92% | 29,92% |
13/11/2024 | 1,01% | 98,05 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 096 CHF | 99 096 CHF | 62,04% | 62,04% |
12/11/2024 | 1,01% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 401 CHF | 99 401 CHF | 51,94% | 51,94% |
11/11/2024 | 1,00% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 142 CHF | 100 141 CHF | 78,73% | 78,73% |
08/11/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 358 CHF | 99 358 CHF | 86,81% | 86,81% |
07/11/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 553 CHF | 99 553 CHF | 99,16% | 99,16% |