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% | 92,25 % | 92,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 763 CHF | 93 463 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 92,55 % | 93,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 573 CHF | 93 270 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 92,85 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 769 CHF | 93 470 CHF | 99,43% | 99,43% |
15/11/2024 | 0,75% | 93,20 % | 93,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 511 CHF | 94 218 CHF | 98,42% | 98,42% |
14/11/2024 | 0,75% | 93,95 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 633 CHF | 94 339 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 93,50 % | 94,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 608 CHF | 94 315 CHF | 97,74% | 97,74% |
12/11/2024 | 0,75% | 94,00 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 724 CHF | 95 435 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 95,35 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 365 CHF | 96 082 CHF | 98,15% | 98,15% |
08/11/2024 | 0,75% | 94,30 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 471 CHF | 95 180 CHF | 55,07% | 55,07% |
07/11/2024 | 0,75% | 95,70 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 372 CHF | 96 092 CHF | 94,45% | 94,45% |