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 | 1,07% | 90,75 % | 91,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 641 CHF | 93 641 CHF | 98,15% | 98,15% |
19/11/2024 | 1,08% | 92,50 % | 93,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 354 CHF | 93 354 CHF | 93,70% | 93,70% |
18/11/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 833 CHF | 92 833 CHF | 75,60% | 75,60% |
15/11/2024 | 1,07% | 92,35 % | 93,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 621 CHF | 93 621 CHF | 92,50% | 92,50% |
14/11/2024 | 1,07% | 93,60 % | 94,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 361 CHF | 94 361 CHF | 63,47% | 63,47% |
13/11/2024 | 1,07% | 92,45 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 899 CHF | 93 899 CHF | 74,36% | 74,36% |
12/11/2024 | 1,08% | 92,20 % | 93,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 023 CHF | 93 023 CHF | 51,65% | 51,65% |
11/11/2024 | 1,08% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 094 CHF | 93 094 CHF | 80,13% | 80,13% |
08/11/2024 | 1,09% | 91,35 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 487 CHF | 92 487 CHF | 86,84% | 86,84% |
07/11/2024 | 1,09% | 91,65 % | 92,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 585 CHF | 92 585 CHF | 99,16% | 99,16% |