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% | 84,00 % | 84,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 677 CHF | 85 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 84,30 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 935 CHF | 84 562 CHF | 97,46% | 97,46% |
18/11/2024 | 0,75% | 84,00 % | 84,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 949 CHF | 84 582 CHF | 94,51% | 94,51% |
15/11/2024 | 0,75% | 84,30 % | 84,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 771 CHF | 85 409 CHF | 98,21% | 98,21% |
14/11/2024 | 0,75% | 85,90 % | 86,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 088 CHF | 85 726 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 83,75 % | 84,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 597 CHF | 84 228 CHF | 97,45% | 97,45% |
12/11/2024 | 0,75% | 84,10 % | 84,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 723 CHF | 85 362 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 86,65 % | 87,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 847 CHF | 87 501 CHF | 99,65% | 99,65% |
08/11/2024 | 0,75% | 86,00 % | 86,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 114 CHF | 86 760 CHF | 54,75% | 54,75% |
07/11/2024 | 0,75% | 87,40 % | 88,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 993 CHF | 88 657 CHF | 96,19% | 96,19% |