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 | 0,86% | 94,00 % | 94,81 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 250 CHF | 95 060 CHF | 97,96% | 97,96% |
19/11/2024 | 0,86% | 94,10 % | 94,91 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 102 CHF | 94 912 CHF | 99,86% | 99,86% |
18/11/2024 | 0,86% | 93,90 % | 94,71 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 754 CHF | 94 564 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 93,80 % | 94,61 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 071 CHF | 94 881 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 95,50 % | 96,31 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 168 CHF | 95 978 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,90 % | 95,71 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 057 CHF | 95 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 93,80 % | 94,61 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 015 CHF | 94 825 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,90 % | 95,71 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 961 CHF | 95 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 95,10 % | 95,91 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 205 CHF | 96 015 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 94,80 % | 95,61 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 823 CHF | 95 633 CHF | 99,24% | 99,24% |