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% | 89,90 % | 90,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 482 CHF | 91 166 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 90,15 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 811 CHF | 90 488 CHF | 97,46% | 97,46% |
18/11/2024 | 0,75% | 90,00 % | 90,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 841 CHF | 90 518 CHF | 99,35% | 99,35% |
15/11/2024 | 0,75% | 90,20 % | 90,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 603 CHF | 91 289 CHF | 98,30% | 98,30% |
14/11/2024 | 0,75% | 91,65 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 930 CHF | 91 616 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 89,60 % | 90,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 487 CHF | 90 160 CHF | 97,55% | 97,55% |
12/11/2024 | 0,75% | 89,90 % | 90,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 465 CHF | 91 146 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 92,15 % | 92,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 318 CHF | 93 015 CHF | 99,79% | 99,79% |
08/11/2024 | 0,75% | 91,55 % | 92,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 690 CHF | 92 379 CHF | 54,92% | 54,92% |
07/11/2024 | 0,75% | 92,90 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 394 CHF | 94 099 CHF | 96,26% | 96,26% |