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% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 197 CHF | 94 907 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 94,65 % | 95,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 663 CHF | 95 377 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 95,70 % | 96,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 112 CHF | 96 835 CHF | 99,51% | 99,51% |
15/11/2024 | 0,75% | 96,30 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 027 CHF | 96 750 CHF | 98,55% | 98,55% |
14/11/2024 | 0,75% | 95,65 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 805 CHF | 95 520 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 93,95 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 567 CHF | 94 272 CHF | 97,46% | 97,46% |
12/11/2024 | 0,75% | 92,85 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 322 CHF | 94 024 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 95,00 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 931 CHF | 95 647 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 94,35 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 102 CHF | 95 818 CHF | 55,17% | 55,17% |
07/11/2024 | 0,75% | 98,00 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 841 CHF | 98 577 CHF | 97,74% | 97,74% |