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 | 0,61% | 81,08 % | 81,58 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 768 CHF | 82 268 CHF | 98,15% | 98,15% |
19/11/2024 | 0,61% | 81,85 % | 82,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 978 CHF | 82 478 CHF | 89,38% | 89,38% |
18/11/2024 | 0,60% | 82,85 % | 83,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 673 CHF | 83 173 CHF | 99,67% | 99,67% |
15/11/2024 | 0,59% | 83,53 % | 84,03 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 079 CHF | 85 579 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 86,00 % | 86,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 728 CHF | 86 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 85,09 % | 85,59 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 672 CHF | 86 172 CHF | 99,87% | 99,87% |
12/11/2024 | 0,57% | 86,50 % | 87,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 849 CHF | 87 349 CHF | 98,71% | 98,71% |
11/11/2024 | 0,57% | 87,56 % | 88,06 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 469 CHF | 87 969 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 87,32 % | 87,82 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 213 CHF | 87 713 CHF | 99,84% | 99,84% |
07/11/2024 | 0,57% | 87,56 % | 88,06 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 571 CHF | 88 071 CHF | 100,00% | 100,00% |