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% | 83,05 % | 83,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 336 CHF | 83 966 CHF | 90,16% | 90,16% |
19/11/2024 | 0,76% | 84,20 % | 84,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 179 CHF | 84 821 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 86,10 % | 86,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 588 CHF | 87 239 CHF | 99,31% | 99,31% |
15/11/2024 | 0,75% | 86,40 % | 87,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 927 CHF | 86 575 CHF | 98,41% | 98,41% |
14/11/2024 | 0,75% | 84,95 % | 85,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 741 CHF | 84 372 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 82,50 % | 83,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 987 CHF | 82 606 CHF | 97,35% | 97,35% |
12/11/2024 | 0,75% | 81,05 % | 81,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 885 CHF | 82 502 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 84,65 % | 85,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 564 CHF | 85 202 CHF | 99,92% | 99,92% |
08/11/2024 | 0,75% | 83,55 % | 84,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 793 CHF | 85 430 CHF | 54,98% | 54,98% |
07/11/2024 | 0,75% | 90,15 % | 90,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 902 CHF | 90 581 CHF | 97,63% | 97,63% |