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 | 0,75% | 68,40 % | 68,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 600 CHF | 69 116 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 69,25 % | 69,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 221 CHF | 69 744 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 70,70 % | 71,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 091 CHF | 71 628 CHF | 99,44% | 99,44% |
15/11/2024 | 0,75% | 70,95 % | 71,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 70 599 CHF | 71 132 CHF | 98,41% | 98,41% |
14/11/2024 | 0,75% | 69,85 % | 70,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 986 CHF | 69 508 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 68,15 % | 68,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 778 CHF | 68 290 CHF | 97,33% | 97,33% |
12/11/2024 | 0,75% | 67,10 % | 67,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 693 CHF | 68 204 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 69,70 % | 70,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 627 CHF | 70 152 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 68,95 % | 69,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 898 CHF | 70 423 CHF | 55,14% | 55,14% |
07/11/2024 | 0,75% | 74,65 % | 75,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 401 CHF | 74 961 CHF | 97,61% | 97,61% |