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 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 261 CHF | 98 261 CHF | 98,15% | 98,15% |
19/11/2024 | 1,03% | 97,30 % | 98,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 900 CHF | 97 900 CHF | 93,69% | 93,69% |
18/11/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 097 CHF | 98 097 CHF | 65,53% | 65,53% |
15/11/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 383 CHF | 98 383 CHF | 92,10% | 92,10% |
14/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 215 CHF | 98 215 CHF | 63,38% | 63,38% |
13/11/2024 | 1,04% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 094 CHF | 97 094 CHF | 73,79% | 73,79% |
12/11/2024 | 1,03% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 476 CHF | 97 476 CHF | 50,91% | 50,91% |
11/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 658 CHF | 98 658 CHF | 78,61% | 78,61% |
08/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 495 CHF | 98 495 CHF | 84,73% | 84,73% |
07/11/2024 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 794 CHF | 99 793 CHF | 99,16% | 99,16% |