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% | 94,35 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 827 CHF | 95 544 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 94,60 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 610 CHF | 95 323 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 94,90 % | 95,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 805 CHF | 95 520 CHF | 99,20% | 99,20% |
15/11/2024 | 0,75% | 95,25 % | 95,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 521 CHF | 96 240 CHF | 98,28% | 98,28% |
14/11/2024 | 0,75% | 95,95 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 630 CHF | 96 350 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 95,45 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 557 CHF | 96 278 CHF | 97,60% | 97,60% |
12/11/2024 | 0,75% | 95,95 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 624 CHF | 97 351 CHF | 96,49% | 96,49% |
11/11/2024 | 0,76% | 97,15 % | 97,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 164 CHF | 97 901 CHF | 98,07% | 98,07% |
08/11/2024 | 0,75% | 96,20 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 351 CHF | 97 081 CHF | 54,93% | 54,93% |
07/11/2024 | 0,75% | 97,45 % | 98,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 147 CHF | 97 880 CHF | 94,35% | 94,35% |