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% | 97,20 % | 98,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 428 CHF | 98 428 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 240 CHF | 98 240 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 528 CHF | 98 528 CHF | 80,94% | 80,94% |
15/11/2024 | 1,02% | 97,20 % | 98,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 500 CHF | 98 500 CHF | 92,82% | 92,82% |
14/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 007 CHF | 99 007 CHF | 65,27% | 65,27% |
13/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 585 CHF | 98 585 CHF | 74,59% | 74,59% |
12/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 751 CHF | 98 751 CHF | 50,12% | 50,12% |
11/11/2024 | 1,02% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 979 CHF | 98 979 CHF | 79,55% | 79,55% |
08/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 709 CHF | 98 709 CHF | 86,79% | 86,79% |
07/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 599 CHF | 98 599 CHF | 99,16% | 99,16% |