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% | 96,25 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 227 CHF | 96 955 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 96,20 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 988 CHF | 96 712 CHF | 99,99% | 99,99% |
18/11/2024 | 0,76% | 95,30 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 190 CHF | 95 916 CHF | 99,41% | 99,41% |
15/11/2024 | 0,75% | 95,00 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 136 CHF | 95 853 CHF | 98,41% | 98,41% |
14/11/2024 | 0,75% | 96,15 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 907 CHF | 96 631 CHF | 98,83% | 98,83% |
13/11/2024 | 0,74% | 95,65 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 718 CHF | 96 434 CHF | 71,14% | 71,14% |
12/11/2024 | 0,75% | 96,65 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 864 CHF | 97 594 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 97,40 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 467 CHF | 98 198 CHF | 99,81% | 99,81% |
08/11/2024 | 0,76% | 96,65 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 700 CHF | 97 441 CHF | 55,11% | 55,11% |
07/11/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 797 CHF | 97 530 CHF | 97,67% | 97,67% |