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 | 0,75% | 90,05 % | 90,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 285 CHF | 90 966 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 91,00 % | 91,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 013 CHF | 91 698 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 92,35 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 735 CHF | 93 434 CHF | 99,42% | 99,42% |
15/11/2024 | 0,75% | 92,70 % | 93,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 367 CHF | 93 063 CHF | 98,37% | 98,37% |
14/11/2024 | 0,75% | 91,70 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 737 CHF | 91 421 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 89,75 % | 90,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 307 CHF | 89 980 CHF | 97,29% | 97,29% |
12/11/2024 | 0,75% | 88,55 % | 89,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 224 CHF | 89 897 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 91,35 % | 92,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 282 CHF | 91 971 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 90,50 % | 91,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 484 CHF | 92 174 CHF | 55,12% | 55,12% |
07/11/2024 | 0,75% | 95,25 % | 95,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 039 CHF | 95 755 CHF | 97,57% | 97,57% |