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% | 91,50 % | 92,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 452 CHF | 92 452 CHF | 98,15% | 98,15% |
19/11/2024 | 1,11% | 90,45 % | 91,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 918 CHF | 90 918 CHF | 93,70% | 93,70% |
18/11/2024 | 1,10% | 90,40 % | 91,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 297 CHF | 91 297 CHF | 25,94% | 25,94% |
15/11/2024 | 1,07% | 92,15 % | 93,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 556 CHF | 93 556 CHF | 29,92% | 29,92% |
14/11/2024 | 1,06% | 93,90 % | 94,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 964 CHF | 94 964 CHF | 59,31% | 59,31% |
13/11/2024 | 1,06% | 94,65 % | 95,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 831 CHF | 94 831 CHF | 75,47% | 75,47% |
12/11/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 897 CHF | 94 897 CHF | 39,07% | 39,07% |
11/11/2024 | 1,05% | 94,95 % | 95,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 610 CHF | 95 610 CHF | 79,36% | 79,36% |
08/11/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 694 CHF | 94 694 CHF | 75,32% | 75,32% |
07/11/2024 | 1,07% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 970 CHF | 93 970 CHF | 97,35% | 97,35% |