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 | 1,05% | 93,95 % | 94,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 344 CHF | 95 344 CHF | 98,15% | 98,15% |
19/11/2024 | 1,06% | 94,15 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 850 CHF | 94 850 CHF | 93,69% | 93,69% |
18/11/2024 | 1,06% | 94,15 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 764 CHF | 94 764 CHF | 74,49% | 74,49% |
15/11/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 419 CHF | 94 419 CHF | 91,73% | 91,73% |
14/11/2024 | 1,06% | 93,90 % | 94,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 659 CHF | 94 659 CHF | 29,61% | 29,61% |
13/11/2024 | 1,09% | 91,45 % | 92,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 021 CHF | 92 021 CHF | 73,45% | 73,45% |
12/11/2024 | 1,09% | 90,70 % | 91,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 044 CHF | 92 044 CHF | 36,50% | 36,50% |
11/11/2024 | 1,08% | 91,65 % | 92,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 944 CHF | 92 944 CHF | 79,08% | 79,08% |
08/11/2024 | 1,07% | 92,25 % | 93,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 551 CHF | 93 551 CHF | 86,80% | 86,80% |
07/11/2024 | 1,07% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 343 CHF | 94 343 CHF | 98,60% | 98,60% |