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% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 546 CHF | 98 546 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 96,95 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 056 CHF | 98 056 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 985 CHF | 98 985 CHF | 71,17% | 71,17% |
15/11/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 763 CHF | 98 763 CHF | 88,37% | 88,37% |
14/11/2024 | 1,01% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 605 CHF | 99 605 CHF | 63,18% | 63,18% |
13/11/2024 | 1,01% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 110 CHF | 99 110 CHF | 75,64% | 75,64% |
12/11/2024 | 1,01% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 204 CHF | 99 204 CHF | 50,34% | 50,34% |
11/11/2024 | 1,01% | 98,55 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 748 CHF | 99 748 CHF | 80,13% | 80,13% |
08/11/2024 | 1,01% | 98,35 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 525 CHF | 99 525 CHF | 86,88% | 86,88% |
07/11/2024 | 1,01% | 98,40 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 609 CHF | 99 609 CHF | 99,16% | 99,16% |