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 | 1,02% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 185 CHF | 98 185 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 96,80 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 532 CHF | 97 532 CHF | 93,72% | 93,72% |
18/11/2024 | 1,03% | 96,55 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 432 CHF | 97 432 CHF | 80,06% | 80,06% |
15/11/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 017 CHF | 98 017 CHF | 88,16% | 88,16% |
14/11/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 348 CHF | 98 348 CHF | 65,46% | 65,46% |
13/11/2024 | 1,03% | 96,05 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 272 CHF | 97 272 CHF | 74,58% | 74,58% |
12/11/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 967 CHF | 97 967 CHF | 49,72% | 49,72% |
11/11/2024 | 1,01% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 129 CHF | 99 129 CHF | 81,09% | 81,09% |
08/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 847 CHF | 98 847 CHF | 86,95% | 86,95% |
07/11/2024 | 1,01% | 98,55 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 838 CHF | 99 837 CHF | 99,16% | 99,16% |