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% | 96,40 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 858 CHF | 97 586 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 651 CHF | 97 379 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 96,90 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 823 CHF | 97 553 CHF | 99,28% | 99,28% |
15/11/2024 | 0,75% | 97,25 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 510 CHF | 98 244 CHF | 98,39% | 98,39% |
14/11/2024 | 0,75% | 97,90 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 611 CHF | 98 349 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 97,45 % | 98,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 556 CHF | 98 291 CHF | 97,71% | 97,71% |
12/11/2024 | 0,75% | 97,90 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 572 CHF | 99 316 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 99,10 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 109 CHF | 99 855 CHF | 98,15% | 98,15% |
08/11/2024 | 0,75% | 98,20 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 350 CHF | 99 089 CHF | 55,03% | 55,03% |
07/11/2024 | 0,75% | 99,40 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 145 CHF | 99 894 CHF | 94,43% | 94,43% |