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% | 88,75 % | 89,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 148 CHF | 90 828 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 90,80 % | 91,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 424 CHF | 91 105 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 90,90 % | 91,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 341 CHF | 91 022 CHF | 91,98% | 91,98% |
15/11/2024 | 0,75% | 92,20 % | 92,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 336 CHF | 94 040 CHF | 98,36% | 98,36% |
14/11/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 648 CHF | 95 360 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 93,15 % | 93,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 310 CHF | 94 014 CHF | 98,06% | 98,06% |
12/11/2024 | 0,75% | 93,90 % | 94,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 517 CHF | 95 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 94,95 % | 95,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 153 CHF | 95 871 CHF | 99,98% | 99,98% |
08/11/2024 | 0,75% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 237 CHF | 94 945 CHF | 55,02% | 55,02% |
07/11/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 722 CHF | 95 435 CHF | 97,56% | 97,56% |