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% | 88,20 % | 88,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 908 CHF | 89 576 CHF | 98,83% | 98,83% |
19/11/2024 | 0,75% | 88,50 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 166 CHF | 88 828 CHF | 79,59% | 79,59% |
18/11/2024 | 0,75% | 88,15 % | 88,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 066 CHF | 88 727 CHF | 88,34% | 88,34% |
15/11/2024 | 0,75% | 88,40 % | 89,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 896 CHF | 89 568 CHF | 96,83% | 96,83% |
14/11/2024 | 0,75% | 90,20 % | 90,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 318 CHF | 89 994 CHF | 99,36% | 99,36% |
13/11/2024 | 0,75% | 88,00 % | 88,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 808 CHF | 88 472 CHF | 96,13% | 96,13% |
12/11/2024 | 0,76% | 88,20 % | 88,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 819 CHF | 89 493 CHF | 98,89% | 98,89% |
11/11/2024 | 0,75% | 90,55 % | 91,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 797 CHF | 91 481 CHF | 97,75% | 97,75% |
08/11/2024 | 0,75% | 89,90 % | 90,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 972 CHF | 90 648 CHF | 53,41% | 53,41% |
07/11/2024 | 0,75% | 91,40 % | 92,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 943 CHF | 92 639 CHF | 78,70% | 78,70% |