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% | 96,15 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 476 CHF | 97 203 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 96,35 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 401 CHF | 97 129 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 97,15 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 963 CHF | 97 693 CHF | 99,36% | 99,36% |
15/11/2024 | 0,75% | 97,10 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 351 CHF | 98 082 CHF | 98,36% | 98,36% |
14/11/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 177 CHF | 97 911 CHF | 94,67% | 94,67% |
13/11/2024 | 0,75% | 96,50 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 213 CHF | 96 939 CHF | 98,00% | 98,00% |
12/11/2024 | 0,75% | 96,50 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 682 CHF | 97 409 CHF | 52,47% | 52,47% |
11/11/2024 | 0,75% | 97,05 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 136 CHF | 97 867 CHF | 99,95% | 99,95% |
08/11/2024 | 0,75% | 96,70 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 244 CHF | 97 975 CHF | 54,87% | 54,87% |
07/11/2024 | 0,75% | 98,30 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 326 CHF | 99 068 CHF | 94,01% | 94,01% |