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 | 1,11% | 89,95 % | 90,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 399 CHF | 90 399 CHF | 99,91% | 99,91% |
20/11/2024 | 1,10% | 90,30 % | 91,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 141 CHF | 91 141 CHF | 98,15% | 98,15% |
19/11/2024 | 1,10% | 90,95 % | 91,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 760 CHF | 91 760 CHF | 93,72% | 93,72% |
18/11/2024 | 1,07% | 92,80 % | 93,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 099 CHF | 94 099 CHF | 68,28% | 68,28% |
15/11/2024 | 1,07% | 93,00 % | 94,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 766 CHF | 93 766 CHF | 93,76% | 93,76% |
14/11/2024 | 1,08% | 91,95 % | 92,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 830 CHF | 92 830 CHF | 29,09% | 29,09% |
13/11/2024 | 1,12% | 89,40 % | 90,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 919 CHF | 89 919 CHF | 64,24% | 64,24% |
12/11/2024 | 1,12% | 88,55 % | 89,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 672 CHF | 89 672 CHF | 14,39% | 14,39% |
11/11/2024 | 1,09% | 91,40 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 448 CHF | 92 448 CHF | 76,12% | 76,12% |
08/11/2024 | 1,08% | 90,55 % | 91,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 876 CHF | 92 876 CHF | 75,42% | 75,42% |