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 | 1,03% | 96,65 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 532 CHF | 97 532 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 256 CHF | 97 256 CHF | 93,72% | 93,72% |
18/11/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 365 CHF | 97 365 CHF | 79,35% | 79,35% |
15/11/2024 | 1,04% | 96,05 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 885 CHF | 96 885 CHF | 93,81% | 93,81% |
14/11/2024 | 1,04% | 95,60 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 418 CHF | 96 418 CHF | 65,21% | 65,21% |
13/11/2024 | 1,05% | 94,10 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 329 CHF | 95 329 CHF | 62,48% | 62,48% |
12/11/2024 | 1,03% | 96,05 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 277 CHF | 97 277 CHF | 31,19% | 31,19% |
11/11/2024 | 1,03% | 97,15 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 003 CHF | 98 003 CHF | 64,76% | 64,76% |
08/11/2024 | 1,03% | 96,75 % | 97,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 479 CHF | 97 479 CHF | 86,81% | 86,81% |
07/11/2024 | 1,03% | 96,45 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 691 CHF | 97 691 CHF | 99,16% | 99,16% |