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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 96,65 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 494 CHF | 97 224 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 96,20 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 575 CHF | 97 302 CHF | 98,98% | 98,98% |
19/11/2024 | 0,75% | 95,45 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 172 CHF | 95 890 CHF | 92,05% | 92,05% |
18/11/2024 | 0,75% | 96,00 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 157 CHF | 96 880 CHF | 72,69% | 72,69% |
15/11/2024 | 0,75% | 95,30 % | 96,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 401 CHF | 96 119 CHF | 98,46% | 98,46% |
14/11/2024 | 0,75% | 95,40 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 943 CHF | 95 659 CHF | 97,06% | 97,06% |
13/11/2024 | 0,75% | 94,60 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 745 CHF | 95 461 CHF | 98,20% | 98,20% |
12/11/2024 | 0,75% | 93,95 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 276 CHF | 95 991 CHF | 76,71% | 76,71% |
11/11/2024 | 0,75% | 97,60 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 137 CHF | 98 877 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 989 CHF | 98 731 CHF | 55,10% | 55,10% |