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% | 95,10 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 052 CHF | 95 770 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 95,00 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 800 CHF | 95 517 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 94,05 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 916 CHF | 94 621 CHF | 99,48% | 99,48% |
15/11/2024 | 0,75% | 93,70 % | 94,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 836 CHF | 94 541 CHF | 98,53% | 98,53% |
14/11/2024 | 0,75% | 94,95 % | 95,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 704 CHF | 95 415 CHF | 98,83% | 98,83% |
13/11/2024 | 0,74% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 492 CHF | 95 197 CHF | 71,23% | 71,23% |
12/11/2024 | 0,76% | 95,50 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 757 CHF | 96 488 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 96,35 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 454 CHF | 97 186 CHF | 99,81% | 99,81% |
08/11/2024 | 0,76% | 95,50 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 561 CHF | 96 289 CHF | 55,11% | 55,11% |
07/11/2024 | 0,76% | 95,55 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 798 CHF | 96 524 CHF | 97,61% | 97,61% |