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% | 83,45 % | 84,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 173 CHF | 84 807 CHF | 99,19% | 99,19% |
19/11/2024 | 0,75% | 83,85 % | 84,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 436 CHF | 84 062 CHF | 96,90% | 96,90% |
18/11/2024 | 0,75% | 83,55 % | 84,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 438 CHF | 84 063 CHF | 93,76% | 93,76% |
15/11/2024 | 0,75% | 83,80 % | 84,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 291 CHF | 84 928 CHF | 97,45% | 97,45% |
14/11/2024 | 0,75% | 85,50 % | 86,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 630 CHF | 85 267 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 83,25 % | 83,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 071 CHF | 83 697 CHF | 96,68% | 96,68% |
12/11/2024 | 0,75% | 83,60 % | 84,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 228 CHF | 84 863 CHF | 99,31% | 99,31% |
11/11/2024 | 0,75% | 86,20 % | 86,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 401 CHF | 87 053 CHF | 98,75% | 98,75% |
08/11/2024 | 0,75% | 85,50 % | 86,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 631 CHF | 86 274 CHF | 54,09% | 54,09% |
07/11/2024 | 0,75% | 87,05 % | 87,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 628 CHF | 88 287 CHF | 95,51% | 95,51% |