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% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 715 CHF | 97 715 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 372 CHF | 97 372 CHF | 93,72% | 93,72% |
18/11/2024 | 1,04% | 96,25 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 106 CHF | 97 106 CHF | 77,70% | 77,70% |
15/11/2024 | 1,03% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 886 CHF | 97 886 CHF | 88,34% | 88,34% |
14/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 601 CHF | 98 601 CHF | 63,17% | 63,17% |
13/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 706 CHF | 98 706 CHF | 75,01% | 75,01% |
12/11/2024 | 1,02% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 001 CHF | 99 001 CHF | 51,17% | 51,17% |
11/11/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 152 CHF | 98 152 CHF | 78,76% | 78,76% |
08/11/2024 | 1,03% | 95,80 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 445 CHF | 97 445 CHF | 86,78% | 86,78% |
07/11/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 691 CHF | 98 691 CHF | 99,16% | 99,16% |