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 | 1,12% | 88,55 % | 89,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 524 CHF | 89 524 CHF | 98,15% | 98,15% |
19/11/2024 | 1,15% | 87,30 % | 88,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 716 CHF | 87 716 CHF | 93,70% | 93,70% |
18/11/2024 | 1,15% | 86,15 % | 87,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 751 CHF | 87 751 CHF | 72,75% | 72,75% |
15/11/2024 | 1,13% | 87,10 % | 88,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 790 CHF | 88 790 CHF | 52,49% | 52,49% |
14/11/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 609 CHF | 94 609 CHF | 27,61% | 27,61% |
13/11/2024 | 1,09% | 92,05 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 168 CHF | 92 168 CHF | 62,04% | 62,04% |
12/11/2024 | 1,09% | 90,70 % | 91,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 350 CHF | 92 350 CHF | 18,45% | 18,45% |
11/11/2024 | 1,08% | 92,85 % | 93,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 255 CHF | 93 255 CHF | 77,86% | 77,86% |
08/11/2024 | 1,09% | 91,40 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 860 CHF | 91 860 CHF | 75,11% | 75,11% |
07/11/2024 | 1,10% | 89,80 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 213 CHF | 91 213 CHF | 97,35% | 97,35% |