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 | 1,12% | 88,45 % | 89,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 972 CHF | 89 972 CHF | 97,25% | 97,25% |
19/11/2024 | 1,14% | 88,15 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 173 CHF | 88 173 CHF | 80,50% | 80,50% |
18/11/2024 | 1,10% | 91,35 % | 92,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 093 CHF | 91 093 CHF | 73,89% | 73,89% |
15/11/2024 | 1,07% | 91,70 % | 92,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 543 CHF | 93 543 CHF | 90,85% | 90,85% |
14/11/2024 | 1,08% | 93,10 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 069 CHF | 93 069 CHF | 29,87% | 29,87% |
13/11/2024 | 1,03% | 95,75 % | 96,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 673 CHF | 97 673 CHF | 61,00% | 61,00% |
12/11/2024 | 1,03% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 939 CHF | 97 939 CHF | 50,98% | 50,98% |
11/11/2024 | 1,01% | 98,10 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 209 CHF | 99 209 CHF | 61,17% | 61,17% |
08/11/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 724 CHF | 98 724 CHF | 84,92% | 84,92% |
07/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 310 CHF | 100 308 CHF | 99,16% | 99,16% |