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% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 486 CHF | 96 486 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 95,60 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 902 CHF | 95 902 CHF | 93,72% | 93,72% |
18/11/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 675 CHF | 96 675 CHF | 77,48% | 77,48% |
15/11/2024 | 1,04% | 95,75 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 704 CHF | 96 704 CHF | 92,64% | 92,64% |
14/11/2024 | 1,05% | 95,35 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 061 CHF | 96 061 CHF | 64,88% | 64,88% |
13/11/2024 | 1,05% | 94,20 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 674 CHF | 95 674 CHF | 75,05% | 75,05% |
12/11/2024 | 1,05% | 94,90 % | 95,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 047 CHF | 96 047 CHF | 50,23% | 50,23% |
11/11/2024 | 1,04% | 95,50 % | 96,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 326 CHF | 96 326 CHF | 61,84% | 61,84% |
08/11/2024 | 1,04% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 341 CHF | 96 341 CHF | 86,78% | 86,78% |
07/11/2024 | 1,04% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 242 CHF | 96 242 CHF | 99,16% | 99,16% |