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 | 1,09% | 90,75 % | 91,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 081 CHF | 92 081 CHF | 98,15% | 98,15% |
19/11/2024 | 1,10% | 90,95 % | 91,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 759 CHF | 91 759 CHF | 93,71% | 93,71% |
18/11/2024 | 1,08% | 91,90 % | 92,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 958 CHF | 92 958 CHF | 78,30% | 78,30% |
15/11/2024 | 1,08% | 92,15 % | 93,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 458 CHF | 93 458 CHF | 93,73% | 93,73% |
14/11/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 270 CHF | 93 270 CHF | 63,38% | 63,38% |
13/11/2024 | 1,09% | 91,40 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 371 CHF | 92 371 CHF | 73,41% | 73,41% |
12/11/2024 | 1,09% | 90,80 % | 91,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 596 CHF | 92 596 CHF | 50,47% | 50,47% |
11/11/2024 | 1,07% | 93,15 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 141 CHF | 94 141 CHF | 78,74% | 78,74% |
08/11/2024 | 1,07% | 92,35 % | 93,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 904 CHF | 93 904 CHF | 86,81% | 86,81% |
07/11/2024 | 1,05% | 94,80 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 770 CHF | 95 770 CHF | 99,16% | 99,16% |