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 | 1,07% | 92,98 % | 93,98 % | 100 000 | 10 000 | 100 000 | 10 000 | 93 264 CHF | 9 426 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 93,18 % | 94,18 % | 100 000 | 10 000 | 100 000 | 10 000 | 93 226 CHF | 9 423 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 93,87 % | 94,87 % | 100 000 | 10 000 | 100 000 | 10 000 | 93 845 CHF | 9 484 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 93,83 % | 94,83 % | 100 000 | 10 000 | 100 000 | 10 000 | 94 116 CHF | 9 512 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 94,95 % | 95,95 % | 100 000 | 10 000 | 100 000 | 10 000 | 94 638 CHF | 9 564 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 94,32 % | 95,32 % | 100 000 | 10 000 | 100 000 | 10 000 | 94 397 CHF | 9 540 CHF | 99,31% | 99,31% |
12/11/2024 | 1,05% | 94,34 % | 95,34 % | 100 000 | 10 000 | 100 000 | 10 000 | 94 563 CHF | 9 556 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 95,11 % | 96,11 % | 100 000 | 10 000 | 100 000 | 10 000 | 95 140 CHF | 9 614 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 94,73 % | 95,73 % | 100 000 | 10 000 | 100 000 | 10 000 | 94 870 CHF | 9 587 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 94,99 % | 95,99 % | 100 000 | 10 000 | 100 000 | 10 000 | 95 122 CHF | 9 612 CHF | 100,00% | 100,00% |