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% | 87,80 % | 88,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 067 CHF | 88 731 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 88,85 % | 89,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 844 CHF | 89 512 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 90,40 % | 91,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 881 CHF | 91 566 CHF | 99,28% | 99,28% |
15/11/2024 | 0,75% | 90,85 % | 91,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 463 CHF | 91 146 CHF | 97,70% | 97,70% |
14/11/2024 | 0,75% | 89,65 % | 90,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 544 CHF | 89 214 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 87,40 % | 88,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 911 CHF | 87 569 CHF | 96,62% | 96,62% |
12/11/2024 | 0,75% | 86,05 % | 86,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 787 CHF | 87 442 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 89,20 % | 89,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 149 CHF | 89 820 CHF | 99,91% | 99,91% |
08/11/2024 | 0,75% | 88,25 % | 88,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 295 CHF | 89 966 CHF | 54,92% | 54,92% |
07/11/2024 | 0,75% | 93,75 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 552 CHF | 94 256 CHF | 96,89% | 96,89% |