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 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 941 CHF | 98 941 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 96,55 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 746 CHF | 97 746 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 107 CHF | 99 107 CHF | 70,59% | 70,59% |
15/11/2024 | 1,02% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 424 CHF | 98 424 CHF | 88,36% | 88,36% |
14/11/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 955 CHF | 98 955 CHF | 65,28% | 65,28% |
13/11/2024 | 1,03% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 801 CHF | 97 801 CHF | 74,10% | 74,10% |
12/11/2024 | 1,03% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 716 CHF | 97 716 CHF | 51,23% | 51,23% |
11/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 727 CHF | 98 727 CHF | 81,45% | 81,45% |
08/11/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 443 CHF | 98 443 CHF | 86,89% | 86,89% |
07/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 717 CHF | 98 717 CHF | 99,16% | 99,16% |