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 | 1,19% | 82,80 % | 83,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 256 CHF | 84 256 CHF | 97,25% | 97,25% |
19/11/2024 | 1,20% | 82,65 % | 83,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 602 CHF | 83 602 CHF | 93,72% | 93,72% |
18/11/2024 | 1,19% | 83,70 % | 84,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 414 CHF | 84 414 CHF | 70,32% | 70,32% |
15/11/2024 | 1,18% | 83,35 % | 84,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 341 CHF | 85 341 CHF | 87,96% | 87,96% |
14/11/2024 | 1,18% | 84,85 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 573 CHF | 85 573 CHF | 63,17% | 63,17% |
13/11/2024 | 1,20% | 83,05 % | 84,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 019 CHF | 84 019 CHF | 63,84% | 63,84% |
12/11/2024 | 1,19% | 83,55 % | 84,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 874 CHF | 84 874 CHF | 29,56% | 29,56% |
11/11/2024 | 1,17% | 85,10 % | 86,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 178 CHF | 86 178 CHF | 12,10% | 12,10% |
08/11/2024 | 1,17% | 84,65 % | 85,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 274 CHF | 86 274 CHF | 75,78% | 75,78% |
07/11/2024 | 1,13% | 87,80 % | 88,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 641 CHF | 88 641 CHF | 99,16% | 99,16% |