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% | 95,60 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 228 CHF | 96 952 CHF | 62,25% | 62,25% |
19/11/2024 | 0,75% | 95,70 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 153 CHF | 95 873 CHF | 92,93% | 92,93% |
18/11/2024 | 0,75% | 96,05 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 352 CHF | 98 082 CHF | 76,62% | 76,62% |
15/11/2024 | 0,75% | 98,55 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 651 CHF | 99 396 CHF | 92,00% | 92,00% |
14/11/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 562 CHF | 98 295 CHF | 52,41% | 52,41% |
13/11/2024 | 0,75% | 96,70 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 956 CHF | 97 688 CHF | 73,58% | 73,58% |
12/11/2024 | 0,75% | 96,75 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 341 CHF | 98 072 CHF | 90,79% | 90,79% |
11/11/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 693 CHF | 99 437 CHF | 91,70% | 91,70% |
08/11/2024 | 0,76% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 483 CHF | 99 230 CHF | 55,14% | 55,14% |
07/11/2024 | 0,75% | 99,45 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 644 CHF | 100 392 CHF | 74,40% | 74,40% |