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% | 95,85 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 161 CHF | 96 885 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 95,85 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 874 CHF | 96 598 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 96,10 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 034 CHF | 96 757 CHF | 90,92% | 90,92% |
15/11/2024 | 0,75% | 96,30 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 502 CHF | 97 226 CHF | 98,52% | 98,52% |
14/11/2024 | 0,75% | 96,55 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 435 CHF | 97 161 CHF | 79,10% | 79,10% |
13/11/2024 | 0,75% | 96,10 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 189 CHF | 96 914 CHF | 74,52% | 74,52% |
12/11/2024 | 0,75% | 96,50 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 987 CHF | 97 718 CHF | 74,47% | 74,47% |
11/11/2024 | 0,79% | 96,70 % | 97,40 % | 100 000 | 100 000 | 96 661 | 96 661 | 93 651 CHF | 94 373 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 96,35 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 403 CHF | 97 128 CHF | 54,53% | 54,53% |
07/11/2024 | 0,75% | 96,65 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 636 CHF | 97 363 CHF | 97,44% | 97,44% |