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 | 1,04% | 95,45 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 996 CHF | 96 996 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 95,50 % | 96,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 174 CHF | 96 174 CHF | 93,72% | 93,72% |
18/11/2024 | 1,04% | 95,40 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 301 CHF | 96 301 CHF | 69,02% | 69,02% |
15/11/2024 | 1,03% | 95,65 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 512 CHF | 97 512 CHF | 88,19% | 88,19% |
14/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 405 CHF | 98 405 CHF | 65,49% | 65,49% |
13/11/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 588 CHF | 98 588 CHF | 74,61% | 74,61% |
12/11/2024 | 1,02% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 885 CHF | 98 885 CHF | 51,02% | 51,02% |
11/11/2024 | 1,02% | 97,05 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 099 CHF | 98 099 CHF | 79,50% | 79,50% |
08/11/2024 | 1,03% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 300 CHF | 97 300 CHF | 86,81% | 86,81% |
07/11/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 005 CHF | 98 005 CHF | 99,16% | 99,16% |