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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 97,70 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 574 CHF | 98 306 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 97,30 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 639 CHF | 98 371 CHF | 98,98% | 98,98% |
19/11/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 391 CHF | 97 117 CHF | 92,05% | 92,05% |
18/11/2024 | 0,76% | 97,10 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 270 CHF | 98 010 CHF | 72,68% | 72,68% |
15/11/2024 | 0,75% | 96,55 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 634 CHF | 97 365 CHF | 98,40% | 98,40% |
14/11/2024 | 0,75% | 96,65 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 225 CHF | 96 950 CHF | 97,06% | 97,06% |
13/11/2024 | 0,75% | 95,90 % | 96,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 061 CHF | 96 784 CHF | 98,15% | 98,15% |
12/11/2024 | 0,75% | 95,30 % | 96,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 441 CHF | 97 169 CHF | 76,71% | 76,71% |
11/11/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 935 CHF | 99 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 98,70 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 804 CHF | 99 550 CHF | 55,06% | 55,06% |