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 | 0,76% | 88,55 % | 89,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 124 CHF | 89 799 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 88,85 % | 89,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 502 CHF | 89 165 CHF | 97,46% | 97,46% |
18/11/2024 | 0,75% | 88,65 % | 89,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 499 CHF | 89 164 CHF | 99,19% | 99,19% |
15/11/2024 | 0,75% | 88,80 % | 89,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 208 CHF | 89 882 CHF | 98,27% | 98,27% |
14/11/2024 | 0,75% | 90,25 % | 90,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 532 CHF | 90 209 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 88,30 % | 89,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 187 CHF | 88 851 CHF | 97,52% | 97,52% |
12/11/2024 | 0,75% | 88,60 % | 89,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 181 CHF | 89 852 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 90,95 % | 91,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 135 CHF | 91 824 CHF | 99,58% | 99,58% |
08/11/2024 | 0,75% | 90,35 % | 91,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 468 CHF | 91 149 CHF | 54,76% | 54,76% |
07/11/2024 | 0,75% | 91,60 % | 92,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 113 CHF | 92 808 CHF | 96,24% | 96,24% |