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% | 95,30 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 598 CHF | 96 319 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 95,90 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 726 CHF | 96 449 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 95,90 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 688 CHF | 96 409 CHF | 99,27% | 99,27% |
15/11/2024 | 0,75% | 95,40 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 419 CHF | 96 139 CHF | 98,33% | 98,33% |
14/11/2024 | 0,75% | 96,20 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 376 CHF | 96 098 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 94,30 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 936 CHF | 94 648 CHF | 98,02% | 98,02% |
12/11/2024 | 0,74% | 93,80 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 337 CHF | 95 037 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 94,80 % | 95,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 204 CHF | 95 918 CHF | 99,96% | 99,96% |
08/11/2024 | 0,76% | 95,15 % | 95,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 356 CHF | 96 079 CHF | 54,97% | 54,97% |
07/11/2024 | 0,75% | 95,65 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 019 CHF | 96 742 CHF | 97,55% | 97,55% |