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% | 91,60 % | 92,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 132 CHF | 92 826 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 91,85 % | 92,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 866 CHF | 92 558 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 92,25 % | 92,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 166 CHF | 92 860 CHF | 99,24% | 99,24% |
15/11/2024 | 0,75% | 92,65 % | 93,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 995 CHF | 93 696 CHF | 98,34% | 98,34% |
14/11/2024 | 0,75% | 93,50 % | 94,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 150 CHF | 93 851 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 92,95 % | 93,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 062 CHF | 93 763 CHF | 97,67% | 97,67% |
12/11/2024 | 0,75% | 93,50 % | 94,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 317 CHF | 95 028 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 95,00 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 018 CHF | 95 732 CHF | 98,13% | 98,13% |
08/11/2024 | 0,76% | 93,85 % | 94,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 029 CHF | 94 745 CHF | 54,99% | 54,99% |
07/11/2024 | 0,75% | 95,35 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 028 CHF | 95 739 CHF | 94,40% | 94,40% |