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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 92,37 % | 93,10 % | 75 000 | 75 000 | 75 000 | 75 000 | 69 507 CHF | 70 058 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 93,69 % | 94,43 % | 75 000 | 75 000 | 75 000 | 75 000 | 70 293 CHF | 70 850 CHF | 97,14% | 97,14% |
19/11/2024 | 0,79% | 91,95 % | 92,68 % | 75 000 | 75 000 | 75 000 | 75 000 | 68 815 CHF | 69 362 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 91,94 % | 92,67 % | 75 000 | 75 000 | 75 000 | 75 000 | 68 964 CHF | 69 511 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 92,57 % | 93,30 % | 75 000 | 75 000 | 75 000 | 75 000 | 70 008 CHF | 70 563 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 95,01 % | 95,76 % | 25 000 | 75 000 | 73 865 | 75 000 | 70 134 CHF | 71 775 CHF | 99,72% | 99,72% |
13/11/2024 | 0,79% | 95,44 % | 96,20 % | 75 000 | 75 000 | 75 000 | 75 000 | 71 089 CHF | 71 651 CHF | 96,72% | 96,72% |
12/11/2024 | 0,79% | 90,51 % | 91,23 % | 75 000 | 75 000 | 72 300 | 72 284 | 65 439 CHF | 65 945 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 91,09 % | 91,81 % | 75 000 | 75 000 | 72 518 | 75 000 | 66 208 CHF | 69 023 CHF | 84,65% | 84,65% |
08/11/2024 | 0,79% | 89,04 % | 89,75 % | 75 000 | 75 000 | 75 000 | 75 000 | 67 665 CHF | 68 202 CHF | 100,00% | 100,00% |