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 | 1,09% | 91,30 % | 92,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 367 CHF | 92 367 CHF | 98,15% | 98,15% |
19/11/2024 | 1,11% | 90,60 % | 91,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 995 CHF | 90 995 CHF | 93,72% | 93,72% |
18/11/2024 | 1,10% | 90,10 % | 91,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 062 CHF | 91 062 CHF | 70,70% | 70,70% |
15/11/2024 | 1,06% | 91,05 % | 92,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 721 CHF | 94 721 CHF | 87,98% | 87,98% |
14/11/2024 | 1,02% | 97,15 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 110 CHF | 98 110 CHF | 63,17% | 63,17% |
13/11/2024 | 1,03% | 96,85 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 494 CHF | 97 494 CHF | 75,51% | 75,51% |
12/11/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 115 CHF | 98 115 CHF | 50,34% | 50,34% |
11/11/2024 | 1,03% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 881 CHF | 97 881 CHF | 79,44% | 79,44% |
08/11/2024 | 1,04% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 862 CHF | 96 862 CHF | 86,78% | 86,78% |
07/11/2024 | 1,04% | 95,95 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 366 CHF | 96 366 CHF | 99,16% | 99,16% |