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 | 1,07% | 93,80 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 373 CHF | 94 373 CHF | 97,40% | 97,40% |
19/11/2024 | 1,09% | 92,45 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 661 CHF | 92 661 CHF | 93,72% | 93,72% |
18/11/2024 | 1,08% | 92,40 % | 93,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 944 CHF | 92 944 CHF | 76,85% | 76,85% |
15/11/2024 | 1,06% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 266 CHF | 95 266 CHF | 94,17% | 94,17% |
14/11/2024 | 1,05% | 94,40 % | 95,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 642 CHF | 95 642 CHF | 29,25% | 29,25% |
13/11/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 116 CHF | 97 116 CHF | 74,76% | 74,76% |
12/11/2024 | 1,03% | 96,65 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 496 CHF | 97 496 CHF | 51,03% | 51,03% |
11/11/2024 | 1,02% | 96,95 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 293 CHF | 98 293 CHF | 79,89% | 79,89% |
08/11/2024 | 1,02% | 97,15 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 532 CHF | 98 532 CHF | 74,64% | 74,64% |
07/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 786 CHF | 98 786 CHF | 93,01% | 93,01% |