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 | 1,10% | 90,50 % | 91,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 130 CHF | 91 130 CHF | 99,91% | 99,91% |
20/11/2024 | 1,10% | 89,80 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 354 CHF | 91 354 CHF | 97,45% | 97,45% |
19/11/2024 | 1,11% | 89,80 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 510 CHF | 90 510 CHF | 93,72% | 93,72% |
18/11/2024 | 1,10% | 90,50 % | 91,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 242 CHF | 91 242 CHF | 69,54% | 69,54% |
15/11/2024 | 1,11% | 89,20 % | 90,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 313 CHF | 90 313 CHF | 92,85% | 92,85% |
14/11/2024 | 1,11% | 89,90 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 229 CHF | 90 229 CHF | 65,46% | 65,46% |
13/11/2024 | 1,13% | 87,80 % | 88,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 672 CHF | 88 672 CHF | 61,83% | 61,83% |
12/11/2024 | 1,12% | 88,40 % | 89,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 784 CHF | 89 784 CHF | 29,62% | 29,62% |
11/11/2024 | 1,09% | 90,35 % | 91,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 051 CHF | 92 051 CHF | 79,00% | 79,00% |
08/11/2024 | 1,09% | 90,85 % | 91,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 116 CHF | 92 116 CHF | 86,78% | 86,78% |