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% | 77,60 % | 78,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 971 CHF | 79 566 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 79,35 % | 79,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 001 CHF | 79 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 80,35 % | 80,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 755 CHF | 80 356 CHF | 92,17% | 92,17% |
15/11/2024 | 0,75% | 81,75 % | 82,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 192 CHF | 83 818 CHF | 98,55% | 98,55% |
14/11/2024 | 0,75% | 85,00 % | 85,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 876 CHF | 85 515 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 83,15 % | 83,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 319 CHF | 83 945 CHF | 98,23% | 98,23% |
12/11/2024 | 0,75% | 84,35 % | 85,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 197 CHF | 85 837 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 85,85 % | 86,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 121 CHF | 86 770 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 85,20 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 976 CHF | 85 616 CHF | 55,19% | 55,19% |
07/11/2024 | 0,75% | 85,20 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 174 CHF | 85 818 CHF | 97,74% | 97,74% |