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% | 74,65 % | 75,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 860 CHF | 75 425 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 75,55 % | 76,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 542 CHF | 76 110 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 77,10 % | 77,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 533 CHF | 78 118 CHF | 99,33% | 99,33% |
15/11/2024 | 0,75% | 77,35 % | 77,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 987 CHF | 77 568 CHF | 98,26% | 98,26% |
14/11/2024 | 0,75% | 76,20 % | 76,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 249 CHF | 75 816 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 74,35 % | 74,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 923 CHF | 74 480 CHF | 97,17% | 97,17% |
12/11/2024 | 0,75% | 73,20 % | 73,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 842 CHF | 74 400 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 76,00 % | 76,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 961 CHF | 76 534 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 75,20 % | 75,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 236 CHF | 76 810 CHF | 55,01% | 55,01% |
07/11/2024 | 0,75% | 81,25 % | 81,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 009 CHF | 81 620 CHF | 97,45% | 97,45% |