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 | 0,86% | 92,60 % | 93,40 % | 100 000 | 100 000 | 28 713 | 28 713 | 26 688 CHF | 26 918 CHF | 97,94% | 97,94% |
19/11/2024 | 1,07% | 93,50 % | 94,50 % | 100 000 | 100 000 | 29 480 | 29 480 | 27 664 CHF | 27 959 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 94,20 % | 95,20 % | 100 000 | 100 000 | 28 719 | 28 719 | 27 167 CHF | 27 456 CHF | 99,06% | 99,06% |
15/11/2024 | 0,84% | 94,80 % | 95,60 % | 100 000 | 100 000 | 29 424 | 29 424 | 27 994 CHF | 28 230 CHF | 99,72% | 99,72% |
14/11/2024 | 0,84% | 95,80 % | 96,60 % | 100 000 | 100 000 | 29 520 | 29 520 | 28 249 CHF | 28 486 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 94,60 % | 95,60 % | 100 000 | 100 000 | 29 575 | 29 575 | 27 875 CHF | 28 171 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 93,60 % | 94,60 % | 100 000 | 100 000 | 29 406 | 29 406 | 27 828 CHF | 28 123 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 96,20 % | 97,00 % | 100 000 | 100 000 | 29 236 | 29 236 | 28 355 CHF | 28 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 98,00 % | 98,80 % | 100 000 | 100 000 | 29 216 | 29 216 | 28 556 CHF | 28 791 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 97,30 % | 98,30 % | 100 000 | 100 000 | 29 583 | 29 583 | 28 617 CHF | 28 913 CHF | 99,76% | 99,76% |