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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 90,25 % | 90,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 038 CHF | 90 716 CHF | 75,28% | 75,28% |
20/11/2024 | 0,75% | 89,15 % | 89,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 276 CHF | 90 959 CHF | 75,51% | 75,51% |
19/11/2024 | 0,75% | 88,10 % | 88,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 617 CHF | 88 275 CHF | 92,05% | 92,05% |
18/11/2024 | 0,75% | 89,25 % | 89,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 298 CHF | 89 968 CHF | 82,01% | 82,01% |
15/11/2024 | 0,75% | 87,70 % | 88,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 888 CHF | 88 552 CHF | 98,40% | 98,40% |
14/11/2024 | 0,75% | 87,90 % | 88,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 045 CHF | 87 703 CHF | 97,06% | 97,06% |
13/11/2024 | 0,75% | 86,40 % | 87,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 696 CHF | 87 352 CHF | 94,06% | 94,06% |
12/11/2024 | 0,75% | 85,80 % | 86,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 062 CHF | 88 726 CHF | 76,71% | 76,71% |
11/11/2024 | 0,75% | 92,10 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 043 CHF | 93 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 92,55 % | 93,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 760 CHF | 93 460 CHF | 55,05% | 55,05% |