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 | 1,19% | 83,35 % | 84,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 759 CHF | 84 759 CHF | 98,15% | 98,15% |
19/11/2024 | 1,19% | 83,90 % | 84,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 484 CHF | 84 484 CHF | 93,71% | 93,71% |
18/11/2024 | 1,18% | 84,20 % | 85,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 908 CHF | 84 908 CHF | 75,29% | 75,29% |
15/11/2024 | 1,19% | 83,65 % | 84,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 696 CHF | 84 696 CHF | 80,76% | 80,76% |
14/11/2024 | 1,20% | 83,95 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 142 CHF | 84 142 CHF | 65,62% | 65,62% |
13/11/2024 | 1,23% | 81,35 % | 82,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 060 CHF | 82 060 CHF | 63,26% | 63,26% |
12/11/2024 | 1,21% | 81,80 % | 82,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 931 CHF | 82 931 CHF | 16,10% | 16,10% |
11/11/2024 | 1,19% | 83,00 % | 84,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 702 CHF | 84 702 CHF | 61,77% | 61,77% |
08/11/2024 | 1,22% | 83,10 % | 84,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 653 CHF | 82 653 CHF | 75,42% | 75,42% |
07/11/2024 | 1,19% | 83,40 % | 84,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 349 CHF | 84 349 CHF | 99,16% | 99,16% |