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 | 1,13% | 88,20 % | 89,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 375 CHF | 89 375 CHF | 96,26% | 96,26% |
19/11/2024 | 1,13% | 88,25 % | 89,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 989 CHF | 88 989 CHF | 93,70% | 93,70% |
18/11/2024 | 1,13% | 88,60 % | 89,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 364 CHF | 89 364 CHF | 75,94% | 75,94% |
15/11/2024 | 1,12% | 88,95 % | 89,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 030 CHF | 90 030 CHF | 83,02% | 83,02% |
14/11/2024 | 1,08% | 91,95 % | 92,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 042 CHF | 93 042 CHF | 65,66% | 65,66% |
13/11/2024 | 1,08% | 91,35 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 739 CHF | 92 739 CHF | 74,11% | 74,11% |
12/11/2024 | 1,08% | 91,80 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 748 CHF | 92 748 CHF | 51,05% | 51,05% |
11/11/2024 | 1,07% | 93,45 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 369 CHF | 94 369 CHF | 65,14% | 65,14% |
08/11/2024 | 1,08% | 92,60 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 309 CHF | 93 309 CHF | 86,94% | 86,94% |
07/11/2024 | 1,08% | 92,65 % | 93,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 323 CHF | 93 323 CHF | 99,16% | 99,16% |