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% | 86,15 % | 86,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 633 CHF | 87 286 CHF | 98,80% | 98,80% |
19/11/2024 | 0,75% | 86,25 % | 86,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 297 CHF | 86 946 CHF | 99,13% | 99,13% |
18/11/2024 | 0,75% | 87,55 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 265 CHF | 87 922 CHF | 98,23% | 98,23% |
15/11/2024 | 0,75% | 87,15 % | 87,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 623 CHF | 88 283 CHF | 97,00% | 97,00% |
14/11/2024 | 0,75% | 87,75 % | 88,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 969 CHF | 87 622 CHF | 94,60% | 94,60% |
13/11/2024 | 0,75% | 86,00 % | 86,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 594 CHF | 86 238 CHF | 96,87% | 96,87% |
12/11/2024 | 0,75% | 86,10 % | 86,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 345 CHF | 86 996 CHF | 51,50% | 51,50% |
11/11/2024 | 0,75% | 87,45 % | 88,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 582 CHF | 88 242 CHF | 98,81% | 98,81% |
08/11/2024 | 0,75% | 87,05 % | 87,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 836 CHF | 88 496 CHF | 53,71% | 53,71% |
07/11/2024 | 0,75% | 90,85 % | 91,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 898 CHF | 91 584 CHF | 92,94% | 92,94% |