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% | 97,00 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 287 CHF | 98 018 CHF | 87,11% | 87,11% |
19/11/2024 | 0,75% | 97,50 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 251 CHF | 97 983 CHF | 96,77% | 96,77% |
18/11/2024 | 0,75% | 97,35 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 342 CHF | 98 075 CHF | 83,91% | 83,91% |
15/11/2024 | 0,75% | 97,85 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 891 CHF | 98 626 CHF | 84,24% | 84,24% |
14/11/2024 | 0,75% | 97,80 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 574 CHF | 98 308 CHF | 89,20% | 89,20% |
13/11/2024 | 0,75% | 97,70 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 765 CHF | 98 504 CHF | 85,26% | 85,26% |
12/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 159 CHF | 98 899 CHF | 77,59% | 77,59% |
11/11/2024 | 0,75% | 99,40 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 471 CHF | 100 220 CHF | 96,67% | 96,67% |
08/11/2024 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 334 CHF | 100 078 CHF | 38,63% | 38,63% |
07/11/2024 | 0,75% | 99,60 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 665 CHF | 100 420 CHF | 90,50% | 90,50% |