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% | 94,50 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 990 CHF | 95 706 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 94,75 % | 95,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 783 CHF | 95 495 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 95,15 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 042 CHF | 95 755 CHF | 99,26% | 99,26% |
15/11/2024 | 0,75% | 95,50 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 822 CHF | 96 544 CHF | 98,27% | 98,27% |
14/11/2024 | 0,75% | 96,25 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 946 CHF | 96 670 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 95,75 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 858 CHF | 96 579 CHF | 97,58% | 97,58% |
12/11/2024 | 0,75% | 96,25 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 018 CHF | 97 748 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 97,65 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 651 CHF | 98 385 CHF | 98,04% | 98,04% |
08/11/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 762 CHF | 97 495 CHF | 54,91% | 54,91% |
07/11/2024 | 0,75% | 97,95 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 653 CHF | 98 391 CHF | 94,32% | 94,32% |