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 | 1,03% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 484 CHF | 97 484 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 96,40 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 696 CHF | 97 696 CHF | 93,70% | 93,70% |
18/11/2024 | 1,02% | 96,65 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 199 CHF | 98 199 CHF | 76,08% | 76,08% |
15/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 812 CHF | 98 812 CHF | 92,35% | 92,35% |
14/11/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 584 CHF | 98 584 CHF | 63,62% | 63,62% |
13/11/2024 | 1,02% | 97,80 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 653 CHF | 98 653 CHF | 73,83% | 73,83% |
12/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 538 CHF | 98 538 CHF | 51,19% | 51,19% |
11/11/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 598 CHF | 98 598 CHF | 77,10% | 77,10% |
08/11/2024 | 1,03% | 97,05 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 020 CHF | 98 020 CHF | 86,83% | 86,83% |
07/11/2024 | 1,03% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 950 CHF | 97 950 CHF | 99,16% | 99,16% |