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 | 1,01% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 373 CHF | 99 373 CHF | 93,18% | 93,18% |
19/11/2024 | 1,03% | 96,55 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 745 CHF | 97 745 CHF | 81,59% | 81,59% |
18/11/2024 | 1,03% | 96,85 % | 97,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 725 CHF | 97 725 CHF | 29,67% | 29,67% |
15/11/2024 | 1,03% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 386 CHF | 97 386 CHF | 93,32% | 93,32% |
14/11/2024 | 1,04% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 054 CHF | 97 054 CHF | 63,18% | 63,18% |
13/11/2024 | 1,04% | 94,70 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 278 CHF | 96 278 CHF | 73,23% | 73,23% |
12/11/2024 | 1,04% | 95,10 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 687 CHF | 96 687 CHF | 51,36% | 51,36% |
11/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
08/11/2024 | 1,04% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 780 CHF | 96 780 CHF | 34,33% | 34,33% |
07/11/2024 | 1,02% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 148 CHF | 98 148 CHF | 99,16% | 99,16% |