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 | 1,08% | 90,90 % | 91,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 768 CHF | 92 768 CHF | 95,32% | 95,32% |
19/11/2024 | 1,08% | 91,80 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 847 CHF | 92 847 CHF | 93,70% | 93,70% |
18/11/2024 | 1,08% | 92,45 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 126 CHF | 93 126 CHF | 75,26% | 75,26% |
15/11/2024 | 1,08% | 91,90 % | 92,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 045 CHF | 93 045 CHF | 92,12% | 92,12% |
14/11/2024 | 1,09% | 91,40 % | 92,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 297 CHF | 92 297 CHF | 65,47% | 65,47% |
13/11/2024 | 1,11% | 89,05 % | 90,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 788 CHF | 90 788 CHF | 75,08% | 75,08% |
12/11/2024 | 1,10% | 89,50 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 225 CHF | 91 225 CHF | 51,14% | 51,14% |
11/11/2024 | 1,09% | 90,70 % | 91,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 019 CHF | 92 019 CHF | 79,69% | 79,69% |
08/11/2024 | 1,09% | 90,50 % | 91,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 084 CHF | 92 084 CHF | 86,95% | 86,95% |
07/11/2024 | 1,08% | 92,00 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 013 CHF | 93 013 CHF | 99,16% | 99,16% |