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 | 1,08% | 91,35 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 176 CHF | 93 176 CHF | 98,15% | 98,15% |
19/11/2024 | 1,09% | 92,35 % | 93,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 306 CHF | 92 306 CHF | 93,72% | 93,72% |
18/11/2024 | 1,07% | 92,80 % | 93,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 672 CHF | 93 672 CHF | 70,54% | 70,54% |
15/11/2024 | 1,07% | 92,65 % | 93,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 171 CHF | 94 171 CHF | 92,33% | 92,33% |
14/11/2024 | 1,08% | 92,05 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 693 CHF | 92 693 CHF | 29,19% | 29,19% |
13/11/2024 | 1,07% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 959 CHF | 93 959 CHF | 75,36% | 75,36% |
12/11/2024 | 1,06% | 93,85 % | 94,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 250 CHF | 95 250 CHF | 39,16% | 39,16% |
11/11/2024 | 1,02% | 96,90 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 367 CHF | 98 367 CHF | 79,80% | 79,80% |
08/11/2024 | 1,03% | 96,35 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 757 CHF | 97 757 CHF | 86,82% | 86,82% |
07/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 675 CHF | 98 675 CHF | 99,16% | 99,16% |