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 | 1,15% | 85,45 % | 86,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 841 CHF | 87 841 CHF | 98,15% | 98,15% |
19/11/2024 | 1,15% | 87,95 % | 88,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 612 CHF | 87 612 CHF | 93,72% | 93,72% |
18/11/2024 | 1,10% | 90,40 % | 91,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 714 CHF | 91 714 CHF | 69,83% | 69,83% |
15/11/2024 | 1,08% | 90,85 % | 91,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 945 CHF | 92 945 CHF | 88,07% | 88,07% |
14/11/2024 | 1,10% | 90,35 % | 91,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 120 CHF | 91 120 CHF | 28,98% | 28,98% |
13/11/2024 | 1,10% | 88,50 % | 89,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 356 CHF | 91 356 CHF | 63,15% | 63,15% |
12/11/2024 | 1,07% | 91,15 % | 92,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 837 CHF | 93 837 CHF | 17,23% | 17,23% |
11/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 664 CHF | 100 661 CHF | 12,04% | 12,04% |
08/11/2024 | 1,01% | 97,50 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 207 CHF | 99 207 CHF | 75,89% | 75,89% |
07/11/2024 | 0,98% | 102,00 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 120 CHF | 103 122 CHF | 99,16% | 99,16% |