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% | 97,90 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 167 CHF | 98 908 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 97,95 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 938 CHF | 98 675 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 98,10 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 059 CHF | 98 800 CHF | 90,85% | 90,85% |
15/11/2024 | 0,75% | 98,30 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 438 CHF | 99 177 CHF | 98,43% | 98,43% |
14/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 359 CHF | 99 102 CHF | 79,26% | 79,26% |
13/11/2024 | 0,75% | 98,05 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 118 CHF | 98 856 CHF | 74,43% | 74,43% |
12/11/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 749 CHF | 99 494 CHF | 74,28% | 74,28% |
11/11/2024 | 0,79% | 98,50 % | 99,25 % | 100 000 | 100 000 | 96 661 | 96 661 | 95 388 CHF | 96 125 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 309 CHF | 99 047 CHF | 54,45% | 54,45% |
07/11/2024 | 0,75% | 98,50 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 472 CHF | 99 215 CHF | 97,37% | 97,37% |