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 | 1,04% | 95,60 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 784 CHF | 96 784 CHF | 98,15% | 98,15% |
19/11/2024 | 1,04% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 306 CHF | 96 306 CHF | 93,72% | 93,72% |
18/11/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 711 CHF | 96 711 CHF | 80,52% | 80,52% |
15/11/2024 | 1,04% | 95,85 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 007 CHF | 97 007 CHF | 92,99% | 92,99% |
14/11/2024 | 1,03% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 226 CHF | 97 226 CHF | 65,45% | 65,45% |
13/11/2024 | 1,03% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 377 CHF | 97 377 CHF | 73,70% | 73,70% |
12/11/2024 | 1,03% | 96,40 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 590 CHF | 97 590 CHF | 49,60% | 49,60% |
11/11/2024 | 1,03% | 97,05 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 999 CHF | 97 999 CHF | 64,10% | 64,10% |
08/11/2024 | 1,03% | 96,80 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 896 CHF | 97 896 CHF | 87,02% | 87,02% |
07/11/2024 | 1,02% | 97,15 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 200 CHF | 98 200 CHF | 99,16% | 99,16% |