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% | 93,70 % | 94,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 167 CHF | 94 876 CHF | 98,99% | 98,99% |
19/11/2024 | 0,75% | 93,95 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 674 CHF | 94 378 CHF | 96,70% | 96,70% |
18/11/2024 | 0,75% | 93,80 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 689 CHF | 94 393 CHF | 98,27% | 98,27% |
15/11/2024 | 0,75% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 341 CHF | 95 051 CHF | 97,16% | 97,16% |
14/11/2024 | 0,74% | 95,20 % | 95,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 624 CHF | 95 331 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 93,45 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 342 CHF | 94 046 CHF | 96,44% | 96,44% |
12/11/2024 | 0,75% | 93,60 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 060 CHF | 94 769 CHF | 99,07% | 99,07% |
11/11/2024 | 0,75% | 95,55 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 700 CHF | 96 423 CHF | 98,60% | 98,60% |
08/11/2024 | 0,75% | 95,05 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 156 CHF | 95 872 CHF | 53,90% | 53,90% |
07/11/2024 | 0,75% | 96,15 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 504 CHF | 97 235 CHF | 95,36% | 95,36% |