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 | 1,09% | 91,20 % | 92,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 206 CHF | 92 206 CHF | 98,15% | 98,15% |
19/11/2024 | 1,10% | 90,65 % | 91,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 731 CHF | 91 731 CHF | 93,70% | 93,70% |
18/11/2024 | 1,09% | 91,10 % | 92,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 923 CHF | 91 923 CHF | 75,92% | 75,92% |
15/11/2024 | 1,10% | 90,90 % | 91,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 785 CHF | 91 785 CHF | 92,47% | 92,47% |
14/11/2024 | 1,10% | 90,25 % | 91,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 110 CHF | 91 110 CHF | 65,63% | 65,63% |
13/11/2024 | 1,10% | 90,10 % | 91,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 815 CHF | 91 815 CHF | 75,08% | 75,08% |
12/11/2024 | 1,09% | 90,25 % | 91,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 828 CHF | 91 828 CHF | 51,56% | 51,56% |
11/11/2024 | 1,08% | 91,85 % | 92,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 103 CHF | 93 103 CHF | 63,22% | 63,22% |
08/11/2024 | 1,07% | 92,50 % | 93,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 146 CHF | 94 146 CHF | 87,00% | 87,00% |
07/11/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 647 CHF | 95 647 CHF | 99,16% | 99,16% |