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 | 1,11% | 89,04 % | 90,04 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 530 CHF | 90 530 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 89,32 % | 90,32 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 711 CHF | 90 711 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 91,96 % | 92,96 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 746 CHF | 92 746 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 90,79 % | 91,79 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 536 CHF | 92 536 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 93,30 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 589 CHF | 93 589 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 91,20 % | 92,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 327 CHF | 92 327 CHF | 99,20% | 99,20% |
12/11/2024 | 1,08% | 91,53 % | 92,53 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 967 CHF | 92 967 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 93,08 % | 94,08 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 526 CHF | 94 526 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 92,99 % | 93,99 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 255 CHF | 94 255 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 93,31 % | 94,31 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 643 CHF | 94 643 CHF | 100,00% | 100,00% |