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% | 94,00 % | 95,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 747 CHF | 95 747 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 94,40 % | 95,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 599 CHF | 95 599 CHF | 93,69% | 93,69% |
18/11/2024 | 1,06% | 94,70 % | 95,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 170 CHF | 95 170 CHF | 72,64% | 72,64% |
15/11/2024 | 1,03% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 255 CHF | 97 255 CHF | 91,65% | 91,65% |
14/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 645 CHF | 98 645 CHF | 30,13% | 30,13% |
13/11/2024 | 1,05% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 157 CHF | 96 157 CHF | 75,43% | 75,43% |
12/11/2024 | 1,04% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 920 CHF | 96 920 CHF | 51,71% | 51,71% |
11/11/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 909 CHF | 96 909 CHF | 78,66% | 78,66% |
08/11/2024 | 1,04% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 212 CHF | 96 212 CHF | 86,93% | 86,93% |
07/11/2024 | 1,05% | 95,20 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 061 CHF | 96 061 CHF | 99,16% | 99,16% |