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 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 866 CHF | 98 866 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 576 CHF | 98 576 CHF | 93,72% | 93,72% |
18/11/2024 | 1,02% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 596 CHF | 98 596 CHF | 69,24% | 69,24% |
15/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 686 CHF | 98 686 CHF | 88,15% | 88,15% |
14/11/2024 | 1,01% | 98,15 % | 99,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 047 CHF | 99 047 CHF | 62,86% | 62,86% |
13/11/2024 | 1,02% | 97,05 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 166 CHF | 98 166 CHF | 75,36% | 75,36% |
12/11/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 639 CHF | 98 639 CHF | 49,61% | 49,61% |
11/11/2024 | 1,01% | 98,20 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 451 CHF | 99 451 CHF | 61,58% | 61,58% |
08/11/2024 | 1,01% | 98,30 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 399 CHF | 99 399 CHF | 86,81% | 86,81% |
07/11/2024 | 1,00% | 98,80 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 015 CHF | 100 013 CHF | 99,16% | 99,16% |