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% | 93,05 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 246 CHF | 93 949 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 93,80 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 784 CHF | 94 491 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 94,90 % | 95,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 362 CHF | 96 082 CHF | 99,52% | 99,52% |
15/11/2024 | 0,75% | 95,60 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 257 CHF | 95 974 CHF | 98,57% | 98,57% |
14/11/2024 | 0,75% | 94,85 % | 95,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 887 CHF | 94 595 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 92,95 % | 93,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 501 CHF | 93 197 CHF | 97,48% | 97,48% |
12/11/2024 | 0,75% | 91,70 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 193 CHF | 92 889 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 94,10 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 043 CHF | 94 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,35 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 241 CHF | 94 950 CHF | 55,20% | 55,20% |
07/11/2024 | 0,75% | 97,35 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 184 CHF | 97 916 CHF | 97,76% | 97,76% |