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 | 1,06% | 93,30 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 576 CHF | 94 576 CHF | 98,15% | 98,15% |
19/11/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 716 CHF | 94 716 CHF | 93,72% | 93,72% |
18/11/2024 | 1,05% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 111 CHF | 96 111 CHF | 77,29% | 77,29% |
15/11/2024 | 1,05% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 069 CHF | 96 069 CHF | 93,38% | 93,38% |
14/11/2024 | 1,06% | 94,20 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 011 CHF | 95 011 CHF | 28,98% | 28,98% |
13/11/2024 | 1,09% | 91,85 % | 92,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 133 CHF | 92 133 CHF | 62,78% | 62,78% |
12/11/2024 | 1,10% | 90,50 % | 91,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 474 CHF | 91 474 CHF | 13,70% | 13,70% |
11/11/2024 | 1,07% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 326 CHF | 94 326 CHF | 78,48% | 78,48% |
08/11/2024 | 1,06% | 92,40 % | 93,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 986 CHF | 94 986 CHF | 75,32% | 75,32% |
07/11/2024 | 1,03% | 96,75 % | 97,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 917 CHF | 97 917 CHF | 99,16% | 99,16% |