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% | 88,10 % | 88,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 395 CHF | 89 061 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 88,30 % | 88,95 % | 100 000 | 100 000 | 97 812 | 97 812 | 86 612 CHF | 87 275 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 90,35 % | 91,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 223 CHF | 90 903 CHF | 99,51% | 99,51% |
15/11/2024 | 0,75% | 89,60 % | 90,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 204 CHF | 90 884 CHF | 97,49% | 97,49% |
14/11/2024 | 0,75% | 91,10 % | 91,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 591 CHF | 91 272 CHF | 93,01% | 93,01% |
13/11/2024 | 0,75% | 89,70 % | 90,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 805 CHF | 90 483 CHF | 98,25% | 98,25% |
12/11/2024 | 0,75% | 90,00 % | 90,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 346 CHF | 91 029 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 91,30 % | 92,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 659 CHF | 92 349 CHF | 98,45% | 98,45% |
08/11/2024 | 0,75% | 91,30 % | 92,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 436 CHF | 92 123 CHF | 47,49% | 47,49% |
07/11/2024 | 0,75% | 91,80 % | 92,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 078 CHF | 92 771 CHF | 90,12% | 90,12% |