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% | 98,00 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 338 CHF | 99 079 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 98,05 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 057 CHF | 98 795 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 98,35 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 269 CHF | 99 008 CHF | 90,88% | 90,88% |
15/11/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 773 CHF | 99 518 CHF | 98,46% | 98,46% |
14/11/2024 | 0,75% | 98,80 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 723 CHF | 99 466 CHF | 79,23% | 79,23% |
13/11/2024 | 0,75% | 98,40 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 507 CHF | 99 248 CHF | 74,45% | 74,45% |
12/11/2024 | 0,75% | 98,85 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 320 CHF | 100 070 CHF | 74,31% | 74,31% |
11/11/2024 | 0,78% | 99,05 % | 99,80 % | 100 000 | 100 000 | 96 661 | 96 661 | 95 919 CHF | 96 658 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 98,70 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 802 CHF | 99 547 CHF | 54,46% | 54,46% |
07/11/2024 | 0,75% | 99,10 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 081 CHF | 99 828 CHF | 97,39% | 97,39% |