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 | 1,11% | 89,90 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 926 CHF | 90 926 CHF | 98,15% | 98,15% |
19/11/2024 | 1,10% | 90,20 % | 91,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 238 CHF | 91 238 CHF | 93,70% | 93,70% |
18/11/2024 | 1,10% | 91,00 % | 92,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 709 CHF | 91 709 CHF | 75,63% | 75,63% |
15/11/2024 | 1,09% | 91,05 % | 92,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 902 CHF | 91 902 CHF | 87,52% | 87,52% |
14/11/2024 | 1,10% | 91,25 % | 92,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 772 CHF | 91 772 CHF | 63,36% | 63,36% |
13/11/2024 | 1,11% | 89,80 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 733 CHF | 90 733 CHF | 73,80% | 73,80% |
12/11/2024 | 1,10% | 89,35 % | 90,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 110 CHF | 91 110 CHF | 51,08% | 51,08% |
11/11/2024 | 1,09% | 91,30 % | 92,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 419 CHF | 92 419 CHF | 61,19% | 61,19% |
08/11/2024 | 1,09% | 91,30 % | 92,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 518 CHF | 92 518 CHF | 87,17% | 87,17% |
07/11/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 384 CHF | 93 384 CHF | 99,16% | 99,16% |