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 | 1,15% | 86,35 % | 87,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 609 CHF | 87 609 CHF | 98,15% | 98,15% |
19/11/2024 | 1,16% | 86,30 % | 87,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 987 CHF | 86 987 CHF | 93,72% | 93,72% |
18/11/2024 | 1,15% | 86,40 % | 87,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 217 CHF | 87 217 CHF | 70,47% | 70,47% |
15/11/2024 | 1,13% | 86,85 % | 87,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 943 CHF | 88 943 CHF | 87,93% | 87,93% |
14/11/2024 | 1,11% | 89,45 % | 90,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 444 CHF | 90 444 CHF | 65,44% | 65,44% |
13/11/2024 | 1,11% | 89,00 % | 90,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 415 CHF | 90 415 CHF | 75,53% | 75,53% |
12/11/2024 | 1,10% | 90,20 % | 91,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 403 CHF | 91 403 CHF | 49,63% | 49,63% |
11/11/2024 | 1,09% | 90,75 % | 91,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 009 CHF | 92 009 CHF | 64,04% | 64,04% |
08/11/2024 | 1,10% | 90,10 % | 91,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 264 CHF | 91 264 CHF | 86,86% | 86,86% |
07/11/2024 | 1,10% | 91,05 % | 92,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 754 CHF | 91 754 CHF | 99,16% | 99,16% |