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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,16% | 85,75 % | 86,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 071 CHF | 87 071 CHF | 85,76% | 85,76% |
22/11/2024 | 1,15% | 86,60 % | 87,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 139 CHF | 87 139 CHF | 99,91% | 99,91% |
20/11/2024 | 1,14% | 86,95 % | 87,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 576 CHF | 88 576 CHF | 98,15% | 98,15% |
19/11/2024 | 1,14% | 87,10 % | 88,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 130 CHF | 88 130 CHF | 80,50% | 80,50% |
18/11/2024 | 1,11% | 90,00 % | 91,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 853 CHF | 90 853 CHF | 70,66% | 70,66% |
15/11/2024 | 1,11% | 88,60 % | 89,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 398 CHF | 90 398 CHF | 92,78% | 92,78% |
14/11/2024 | 1,10% | 90,30 % | 91,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 784 CHF | 91 784 CHF | 63,19% | 63,19% |
13/11/2024 | 1,11% | 88,80 % | 89,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 638 CHF | 90 638 CHF | 63,24% | 63,24% |
12/11/2024 | 1,10% | 90,05 % | 91,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 168 CHF | 91 168 CHF | 15,77% | 15,77% |
11/11/2024 | 1,08% | 91,55 % | 92,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 845 CHF | 92 845 CHF | 79,59% | 79,59% |