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 | 1,08% | 91,05 % | 92,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 765 CHF | 92 765 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 91,38 % | 92,38 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 427 CHF | 92 427 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 92,23 % | 93,23 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 130 CHF | 93 130 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 92,64 % | 93,64 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 988 CHF | 93 988 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 93,57 % | 94,57 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 143 CHF | 94 143 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 93,00 % | 94,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 140 CHF | 94 140 CHF | 98,99% | 98,99% |
12/11/2024 | 1,05% | 93,70 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 517 CHF | 95 517 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 95,29 % | 96,29 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 371 CHF | 96 371 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 94,34 % | 95,34 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 558 CHF | 95 558 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 95,23 % | 96,23 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 889 CHF | 95 889 CHF | 100,00% | 100,00% |