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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 96,95 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 801 CHF | 97 530 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 96,50 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 925 CHF | 97 656 CHF | 98,98% | 98,98% |
19/11/2024 | 0,75% | 95,85 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 574 CHF | 96 296 CHF | 92,05% | 92,05% |
18/11/2024 | 0,75% | 96,35 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 491 CHF | 97 222 CHF | 72,75% | 72,75% |
15/11/2024 | 0,75% | 95,65 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 767 CHF | 96 492 CHF | 98,52% | 98,52% |
14/11/2024 | 0,75% | 95,80 % | 96,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 336 CHF | 96 057 CHF | 97,06% | 97,06% |
13/11/2024 | 0,75% | 95,00 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 164 CHF | 95 885 CHF | 98,26% | 98,26% |
12/11/2024 | 0,75% | 94,55 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 778 CHF | 96 497 CHF | 76,71% | 76,71% |
11/11/2024 | 0,75% | 98,00 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 544 CHF | 99 287 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 376 CHF | 99 117 CHF | 55,16% | 55,16% |