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 | 1,16% | 84,75 % | 85,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 863 CHF | 86 863 CHF | 98,15% | 98,15% |
19/11/2024 | 1,17% | 86,25 % | 87,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 025 CHF | 86 025 CHF | 93,72% | 93,72% |
18/11/2024 | 1,14% | 87,15 % | 88,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 156 CHF | 88 156 CHF | 69,09% | 69,09% |
15/11/2024 | 1,13% | 87,20 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 032 CHF | 89 032 CHF | 88,18% | 88,18% |
14/11/2024 | 1,15% | 86,90 % | 87,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 451 CHF | 87 451 CHF | 28,98% | 28,98% |
13/11/2024 | 1,13% | 86,90 % | 87,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 346 CHF | 89 346 CHF | 61,68% | 61,68% |
12/11/2024 | 1,10% | 90,00 % | 91,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 659 CHF | 91 659 CHF | 17,92% | 17,92% |
11/11/2024 | 1,05% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 586 CHF | 95 586 CHF | 80,32% | 80,32% |
08/11/2024 | 1,06% | 93,30 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 823 CHF | 94 823 CHF | 86,82% | 86,82% |
07/11/2024 | 1,05% | 95,75 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 049 CHF | 96 049 CHF | 34,66% | 99,16% |