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% | 95,25 % | 95,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 600 CHF | 96 321 CHF | 99,24% | 99,24% |
19/11/2024 | 0,75% | 95,40 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 449 CHF | 96 169 CHF | 99,18% | 99,18% |
18/11/2024 | 0,75% | 96,30 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 158 CHF | 96 882 CHF | 98,44% | 98,44% |
15/11/2024 | 0,75% | 96,20 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 505 CHF | 97 233 CHF | 97,24% | 97,24% |
14/11/2024 | 0,75% | 96,90 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 325 CHF | 97 053 CHF | 94,67% | 94,67% |
13/11/2024 | 0,75% | 95,60 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 306 CHF | 96 025 CHF | 96,93% | 96,93% |
12/11/2024 | 0,75% | 95,60 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 748 CHF | 96 471 CHF | 51,55% | 51,55% |
11/11/2024 | 0,75% | 96,30 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 398 CHF | 97 126 CHF | 98,71% | 98,71% |
08/11/2024 | 0,75% | 95,90 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 484 CHF | 97 214 CHF | 53,68% | 53,68% |
07/11/2024 | 0,75% | 97,80 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 835 CHF | 98 572 CHF | 93,08% | 93,08% |