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% | 96,75 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 135 CHF | 97 869 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 96,90 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 949 CHF | 97 681 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 97,20 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 123 CHF | 97 856 CHF | 99,19% | 99,19% |
15/11/2024 | 0,75% | 97,50 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 737 CHF | 98 475 CHF | 98,22% | 98,22% |
14/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 823 CHF | 98 562 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 97,65 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 755 CHF | 98 490 CHF | 97,53% | 97,53% |
12/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 673 CHF | 99 413 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 99,15 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 134 CHF | 99 879 CHF | 97,98% | 97,98% |
08/11/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 468 CHF | 99 209 CHF | 54,85% | 54,85% |
07/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 130 CHF | 99 881 CHF | 94,27% | 94,27% |