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% | 97,00 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 246 CHF | 97 978 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 97,50 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 372 CHF | 98 101 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 97,50 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 337 CHF | 98 072 CHF | 99,35% | 99,35% |
15/11/2024 | 0,75% | 97,10 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 102 CHF | 97 834 CHF | 98,36% | 98,36% |
14/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 023 CHF | 97 754 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 96,00 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 643 CHF | 96 361 CHF | 98,05% | 98,05% |
12/11/2024 | 0,75% | 95,45 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 982 CHF | 96 705 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 96,40 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 783 CHF | 97 510 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 96,80 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 957 CHF | 97 688 CHF | 55,00% | 55,00% |
07/11/2024 | 0,75% | 97,15 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 516 CHF | 98 252 CHF | 96,96% | 96,96% |