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 | 1,18% | 83,95 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 429 CHF | 85 429 CHF | 98,15% | 98,15% |
19/11/2024 | 1,18% | 84,90 % | 85,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 447 CHF | 85 447 CHF | 93,72% | 93,72% |
18/11/2024 | 1,18% | 84,30 % | 85,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 979 CHF | 84 979 CHF | 77,83% | 77,83% |
15/11/2024 | 1,19% | 83,40 % | 84,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 724 CHF | 84 724 CHF | 88,14% | 88,14% |
14/11/2024 | 1,19% | 84,60 % | 85,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 864 CHF | 84 864 CHF | 62,93% | 62,93% |
13/11/2024 | 1,22% | 81,55 % | 82,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 211 CHF | 82 211 CHF | 73,38% | 73,38% |
12/11/2024 | 1,21% | 81,45 % | 82,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 430 CHF | 83 430 CHF | 50,55% | 50,55% |
11/11/2024 | 1,18% | 83,60 % | 84,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 353 CHF | 85 353 CHF | 79,57% | 79,57% |
08/11/2024 | 1,18% | 84,20 % | 85,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 567 CHF | 85 567 CHF | 86,83% | 86,83% |
07/11/2024 | 1,16% | 85,00 % | 86,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 425 CHF | 86 425 CHF | 99,16% | 99,16% |