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% | 84,70 % | 85,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 015 CHF | 85 653 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 85,95 % | 86,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 939 CHF | 86 586 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 87,75 % | 88,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 287 CHF | 88 952 CHF | 99,33% | 99,33% |
15/11/2024 | 0,75% | 88,30 % | 88,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 821 CHF | 88 483 CHF | 98,44% | 98,44% |
14/11/2024 | 0,75% | 86,95 % | 87,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 651 CHF | 86 297 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 84,35 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 751 CHF | 84 384 CHF | 93,35% | 93,35% |
12/11/2024 | 0,75% | 82,60 % | 83,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 508 CHF | 84 139 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 86,30 % | 86,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 239 CHF | 86 889 CHF | 99,94% | 99,94% |
08/11/2024 | 0,75% | 85,20 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 458 CHF | 87 107 CHF | 54,99% | 54,99% |
07/11/2024 | 0,75% | 91,80 % | 92,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 538 CHF | 92 228 CHF | 97,65% | 97,65% |