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% | 93,85 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 143 CHF | 94 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 94,50 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 335 CHF | 95 045 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 94,50 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 281 CHF | 94 992 CHF | 99,39% | 99,39% |
15/11/2024 | 0,75% | 93,95 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 999 CHF | 94 711 CHF | 98,45% | 98,45% |
14/11/2024 | 0,75% | 94,85 % | 95,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 979 CHF | 94 690 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 92,85 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 462 CHF | 93 160 CHF | 98,15% | 98,15% |
12/11/2024 | 0,75% | 92,35 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 904 CHF | 93 604 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 93,40 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 820 CHF | 94 525 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,80 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 994 CHF | 94 700 CHF | 55,09% | 55,09% |
07/11/2024 | 0,75% | 94,35 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 780 CHF | 95 495 CHF | 97,65% | 97,65% |