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 | 0,75% | 90,15 % | 90,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 768 CHF | 91 451 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 90,45 % | 91,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 488 CHF | 91 169 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 91,00 % | 91,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 904 CHF | 91 590 CHF | 99,33% | 99,33% |
15/11/2024 | 0,75% | 91,40 % | 92,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 765 CHF | 92 456 CHF | 98,31% | 98,31% |
14/11/2024 | 0,75% | 92,35 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 936 CHF | 92 631 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 91,75 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 878 CHF | 92 570 CHF | 97,63% | 97,63% |
12/11/2024 | 0,75% | 92,35 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 246 CHF | 93 946 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 989 CHF | 94 698 CHF | 98,08% | 98,08% |
08/11/2024 | 0,75% | 92,75 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 919 CHF | 93 619 CHF | 54,96% | 54,96% |
07/11/2024 | 0,75% | 94,35 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 962 CHF | 94 671 CHF | 94,36% | 94,36% |