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% | 92,75 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 153 CHF | 93 853 CHF | 99,32% | 99,32% |
19/11/2024 | 0,75% | 92,90 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 908 CHF | 93 608 CHF | 99,25% | 99,25% |
18/11/2024 | 0,75% | 93,95 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 683 CHF | 94 386 CHF | 98,50% | 98,50% |
15/11/2024 | 0,75% | 93,70 % | 94,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 070 CHF | 94 776 CHF | 97,32% | 97,32% |
14/11/2024 | 0,75% | 94,45 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 745 CHF | 94 451 CHF | 94,67% | 94,67% |
13/11/2024 | 0,75% | 92,90 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 556 CHF | 93 253 CHF | 97,04% | 97,04% |
12/11/2024 | 0,75% | 92,90 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 080 CHF | 93 780 CHF | 51,66% | 51,66% |
11/11/2024 | 0,75% | 93,65 % | 94,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 790 CHF | 94 499 CHF | 98,81% | 98,81% |
08/11/2024 | 0,75% | 93,35 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 960 CHF | 94 668 CHF | 53,79% | 53,79% |
07/11/2024 | 0,75% | 96,10 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 119 CHF | 96 844 CHF | 93,15% | 93,15% |