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 | 1,15% | 86,05 % | 87,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 437 CHF | 87 437 CHF | 98,15% | 98,15% |
19/11/2024 | 1,17% | 85,80 % | 86,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 165 CHF | 86 165 CHF | 80,50% | 80,50% |
18/11/2024 | 1,14% | 88,25 % | 89,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 466 CHF | 88 466 CHF | 73,92% | 73,92% |
15/11/2024 | 1,11% | 88,75 % | 89,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 488 CHF | 90 488 CHF | 90,56% | 90,56% |
14/11/2024 | 1,12% | 89,95 % | 90,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 104 CHF | 90 104 CHF | 29,56% | 29,56% |
13/11/2024 | 1,06% | 93,30 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 208 CHF | 95 208 CHF | 69,32% | 69,32% |
12/11/2024 | 1,05% | 94,50 % | 95,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 759 CHF | 95 759 CHF | 30,96% | 30,96% |
11/11/2024 | 1,03% | 96,10 % | 97,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 182 CHF | 97 182 CHF | 64,18% | 64,18% |
08/11/2024 | 1,04% | 95,80 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 339 CHF | 96 339 CHF | 61,99% | 61,99% |
07/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |