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 | 3,00% | 96,21 % | 99,14 % | 100 000 | 45 000 | 100 000 | 45 096 | 96 032 CHF | 44 626 CHF | 99,83% | 99,83% |
19/11/2024 | 3,00% | 95,46 % | 98,37 % | 100 000 | 50 000 | 100 000 | 50 000 | 95 007 CHF | 48 951 CHF | 99,71% | 99,71% |
18/11/2024 | 3,00% | 95,08 % | 97,98 % | 100 000 | 50 000 | 100 000 | 50 000 | 94 848 CHF | 48 868 CHF | 99,98% | 99,98% |
15/11/2024 | 3,00% | 96,56 % | 99,50 % | 100 000 | 40 000 | 100 000 | 44 615 | 96 166 CHF | 44 208 CHF | 100,00% | 100,00% |
14/11/2024 | 3,00% | 95,66 % | 98,51 % | 100 000 | 50 000 | 100 000 | 50 000 | 95 451 CHF | 49 180 CHF | 62,63% | 99,97% |
13/11/2024 | 3,00% | 96,55 % | 99,49 % | 100 000 | 50 000 | 100 000 | 50 000 | 95 712 CHF | 49 314 CHF | 99,95% | 99,95% |
12/11/2024 | 3,00% | 96,33 % | 99,26 % | 100 000 | 50 000 | 100 000 | 50 000 | 96 095 CHF | 49 511 CHF | 99,94% | 99,94% |
11/11/2024 | 3,00% | 95,95 % | 98,87 % | 100 000 | 50 000 | 100 000 | 50 000 | 95 824 CHF | 49 372 CHF | 21,16% | 21,16% |
08/11/2024 | 3,00% | 93,18 % | 96,02 % | 100 000 | 30 000 | 100 000 | 38 312 | 92 465 CHF | 36 490 CHF | 99,89% | 99,89% |
07/11/2024 | 3,00% | 91,92 % | 94,72 % | 100 000 | 30 000 | 100 000 | 30 706 | 90 696 CHF | 28 698 CHF | 99,92% | 99,92% |