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% | 72,40 % | 72,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 602 CHF | 73 150 CHF | 89,22% | 89,22% |
19/11/2024 | 0,75% | 73,25 % | 73,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 253 CHF | 73 805 CHF | 99,22% | 99,22% |
18/11/2024 | 0,75% | 74,80 % | 75,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 244 CHF | 75 814 CHF | 98,34% | 98,34% |
15/11/2024 | 0,75% | 75,10 % | 75,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 733 CHF | 75 295 CHF | 97,16% | 97,16% |
14/11/2024 | 0,75% | 73,90 % | 74,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 000 CHF | 73 551 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 72,10 % | 72,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 710 CHF | 72 250 CHF | 96,06% | 96,06% |
12/11/2024 | 0,75% | 71,00 % | 71,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 634 CHF | 72 174 CHF | 99,03% | 99,03% |
11/11/2024 | 0,75% | 73,75 % | 74,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 707 CHF | 74 263 CHF | 98,77% | 98,77% |
08/11/2024 | 0,75% | 73,00 % | 73,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 986 CHF | 74 543 CHF | 53,98% | 53,98% |
07/11/2024 | 0,75% | 79,00 % | 79,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 748 CHF | 79 342 CHF | 96,46% | 96,46% |