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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,93% | 85,87 % | 86,67 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 671 CHF | 86 471 CHF | 100,00% | 100,00% |
20/11/2024 | 0,93% | 85,65 % | 86,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 528 CHF | 86 328 CHF | 64,92% | 64,92% |
19/11/2024 | 0,94% | 84,79 % | 85,59 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 419 CHF | 85 219 CHF | 89,28% | 89,28% |
18/11/2024 | 0,94% | 85,36 % | 86,16 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 145 CHF | 85 945 CHF | 99,67% | 99,67% |
15/11/2024 | 0,91% | 86,37 % | 87,17 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 303 CHF | 88 103 CHF | 34,26% | 34,26% |
14/11/2024 | 0,90% | 89,44 % | 90,24 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 591 CHF | 89 391 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 87,51 % | 88,31 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 953 CHF | 88 753 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 88,80 % | 89,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 352 CHF | 90 152 CHF | 98,74% | 98,74% |
11/11/2024 | 0,87% | 90,59 % | 91,39 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 088 CHF | 91 888 CHF | 99,85% | 99,85% |
08/11/2024 | 0,87% | 90,58 % | 91,38 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 545 CHF | 92 345 CHF | 99,84% | 99,84% |