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% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 534 CHF | 95 246 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 94,30 % | 95,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 978 CHF | 94 684 CHF | 97,46% | 97,46% |
18/11/2024 | 0,75% | 94,10 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 942 CHF | 94 649 CHF | 99,39% | 99,39% |
15/11/2024 | 0,75% | 94,30 % | 95,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 656 CHF | 95 366 CHF | 98,46% | 98,46% |
14/11/2024 | 0,75% | 95,70 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 055 CHF | 95 772 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 93,95 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 818 CHF | 94 525 CHF | 97,72% | 97,72% |
12/11/2024 | 0,75% | 94,05 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 607 CHF | 95 320 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 95,80 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 975 CHF | 96 702 CHF | 99,79% | 99,79% |
08/11/2024 | 0,75% | 95,30 % | 96,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 341 CHF | 96 058 CHF | 54,98% | 54,98% |
07/11/2024 | 0,75% | 96,40 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 798 CHF | 97 527 CHF | 96,44% | 96,44% |