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% | 94,35 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 767 CHF | 95 481 CHF | 98,66% | 98,66% |
19/11/2024 | 0,75% | 94,55 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 565 CHF | 95 279 CHF | 99,01% | 99,01% |
18/11/2024 | 0,75% | 95,60 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 385 CHF | 96 104 CHF | 98,09% | 98,09% |
15/11/2024 | 0,75% | 95,45 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 820 CHF | 96 543 CHF | 96,95% | 96,95% |
14/11/2024 | 0,75% | 96,30 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 574 CHF | 96 295 CHF | 94,54% | 94,54% |
13/11/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 395 CHF | 95 106 CHF | 96,81% | 96,81% |
12/11/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 953 CHF | 95 668 CHF | 51,42% | 51,42% |
11/11/2024 | 0,75% | 95,55 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 683 CHF | 96 403 CHF | 98,71% | 98,71% |
08/11/2024 | 0,75% | 95,15 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 845 CHF | 96 565 CHF | 53,60% | 53,60% |
07/11/2024 | 0,75% | 97,25 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 294 CHF | 98 028 CHF | 92,86% | 92,86% |