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 | 1,18% | 83,20 % | 84,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 014 CHF | 85 014 CHF | 95,37% | 95,37% |
19/11/2024 | 1,18% | 83,95 % | 84,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 148 CHF | 85 148 CHF | 93,70% | 93,70% |
18/11/2024 | 1,18% | 85,10 % | 86,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 608 CHF | 85 608 CHF | 76,10% | 76,10% |
15/11/2024 | 1,18% | 84,10 % | 85,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 262 CHF | 85 262 CHF | 92,13% | 92,13% |
14/11/2024 | 1,19% | 83,40 % | 84,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 303 CHF | 84 303 CHF | 63,27% | 63,27% |
13/11/2024 | 1,23% | 79,95 % | 80,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 856 CHF | 81 856 CHF | 75,45% | 75,45% |
12/11/2024 | 1,22% | 80,45 % | 81,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 467 CHF | 82 467 CHF | 51,51% | 51,51% |
11/11/2024 | 1,20% | 82,15 % | 83,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 559 CHF | 83 559 CHF | 79,47% | 79,47% |
08/11/2024 | 1,20% | 81,95 % | 82,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 889 CHF | 83 889 CHF | 86,95% | 86,95% |
07/11/2024 | 1,18% | 84,25 % | 85,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 388 CHF | 85 388 CHF | 99,16% | 99,16% |