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 | 1,07% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 657 CHF | 93 657 CHF | 98,15% | 98,15% |
19/11/2024 | 1,09% | 92,05 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 469 CHF | 92 469 CHF | 80,50% | 80,50% |
18/11/2024 | 1,06% | 94,40 % | 95,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 718 CHF | 94 718 CHF | 72,62% | 72,62% |
15/11/2024 | 1,04% | 94,85 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 461 CHF | 96 461 CHF | 91,70% | 91,70% |
14/11/2024 | 1,05% | 95,80 % | 96,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 997 CHF | 95 997 CHF | 29,51% | 29,51% |
13/11/2024 | 1,00% | 98,75 % | 99,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 959 CHF | 99 956 CHF | 61,28% | 61,28% |
12/11/2024 | 1,00% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 045 CHF | 100 044 CHF | 51,74% | 51,74% |
11/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 437 CHF | 101 437 CHF | 61,74% | 61,74% |
08/11/2024 | 1,00% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 742 CHF | 100 741 CHF | 84,78% | 84,78% |
07/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 352 CHF | 102 352 CHF | 99,16% | 99,16% |