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 | 1,08% | 90,10 % | 91,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 007 CHF | 93 007 CHF | 98,15% | 98,15% |
19/11/2024 | 1,07% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 015 CHF | 94 015 CHF | 93,72% | 93,72% |
18/11/2024 | 1,05% | 92,15 % | 93,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 432 CHF | 95 432 CHF | 77,68% | 77,68% |
15/11/2024 | 1,04% | 94,70 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 311 CHF | 96 311 CHF | 92,61% | 92,61% |
14/11/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 850 CHF | 95 850 CHF | 63,03% | 63,03% |
13/11/2024 | 1,05% | 95,25 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 992 CHF | 95 992 CHF | 75,04% | 75,04% |
12/11/2024 | 1,05% | 95,05 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 112 CHF | 96 112 CHF | 50,38% | 50,38% |
11/11/2024 | 1,05% | 95,10 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 880 CHF | 95 880 CHF | 80,06% | 80,06% |
08/11/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 526 CHF | 94 526 CHF | 86,79% | 86,79% |
07/11/2024 | 1,07% | 93,55 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 816 CHF | 93 816 CHF | 97,35% | 97,35% |