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 | 1,10% | 90,00 % | 91,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 039 CHF | 91 039 CHF | 95,37% | 95,37% |
19/11/2024 | 1,11% | 89,50 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 549 CHF | 90 549 CHF | 93,70% | 93,70% |
18/11/2024 | 1,11% | 89,90 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 665 CHF | 90 665 CHF | 76,37% | 76,37% |
15/11/2024 | 1,11% | 89,55 % | 90,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 467 CHF | 90 467 CHF | 92,14% | 92,14% |
14/11/2024 | 1,12% | 88,85 % | 89,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 758 CHF | 89 758 CHF | 63,27% | 63,27% |
13/11/2024 | 1,11% | 88,75 % | 89,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 443 CHF | 90 443 CHF | 73,81% | 73,81% |
12/11/2024 | 1,11% | 88,85 % | 89,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 510 CHF | 90 510 CHF | 51,47% | 51,47% |
11/11/2024 | 1,09% | 90,60 % | 91,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 914 CHF | 91 914 CHF | 63,55% | 63,55% |
08/11/2024 | 1,08% | 91,35 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 046 CHF | 93 046 CHF | 86,99% | 86,99% |
07/11/2024 | 1,06% | 94,00 % | 95,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 822 CHF | 94 822 CHF | 99,16% | 99,16% |