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% | 96,50 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 014 CHF | 97 744 CHF | 99,28% | 99,28% |
19/11/2024 | 0,75% | 96,40 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 217 CHF | 96 942 CHF | 94,61% | 94,61% |
18/11/2024 | 0,75% | 97,10 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 066 CHF | 97 799 CHF | 99,41% | 99,41% |
15/11/2024 | 0,75% | 97,85 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 969 CHF | 98 709 CHF | 98,47% | 98,47% |
14/11/2024 | 0,75% | 98,30 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 208 CHF | 98 948 CHF | 99,22% | 99,22% |
13/11/2024 | 0,75% | 97,70 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 527 CHF | 98 262 CHF | 96,29% | 96,29% |
12/11/2024 | 0,75% | 97,45 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 139 CHF | 98 878 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 98,75 % | 99,50 % | 100 000 | 100 000 | 97 467 | 97 467 | 96 134 CHF | 96 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 97,95 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 987 CHF | 98 724 CHF | 53,01% | 53,01% |
07/11/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 237 CHF | 98 977 CHF | 97,40% | 97,40% |