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 | 1,07% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 063 CHF | 94 063 CHF | 98,15% | 98,15% |
19/11/2024 | 1,08% | 92,45 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 407 CHF | 93 407 CHF | 93,70% | 93,70% |
18/11/2024 | 1,07% | 93,10 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 929 CHF | 93 929 CHF | 75,93% | 75,93% |
15/11/2024 | 1,07% | 92,80 % | 93,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 166 CHF | 94 166 CHF | 92,48% | 92,48% |
14/11/2024 | 1,06% | 93,45 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 405 CHF | 94 405 CHF | 63,60% | 63,60% |
13/11/2024 | 1,06% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 924 CHF | 94 924 CHF | 73,81% | 73,81% |
12/11/2024 | 1,04% | 94,35 % | 95,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 345 CHF | 96 345 CHF | 51,22% | 51,22% |
11/11/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 697 CHF | 96 697 CHF | 64,65% | 64,65% |
08/11/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 903 CHF | 95 903 CHF | 87,00% | 87,00% |
07/11/2024 | 1,05% | 95,40 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 039 CHF | 96 039 CHF | 99,16% | 99,16% |