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 | 1,52% | 90,20 % | 91,00 % | 100 000 | 100 000 | 27 850 | 27 816 | 25 132 CHF | 25 367 CHF | 97,95% | 97,95% |
19/11/2024 | 1,65% | 89,20 % | 90,20 % | 100 000 | 100 000 | 29 515 | 29 515 | 26 258 CHF | 26 600 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 88,40 % | 89,40 % | 100 000 | 100 000 | 29 528 | 29 528 | 26 219 CHF | 26 562 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 89,90 % | 90,70 % | 100 000 | 100 000 | 29 476 | 29 476 | 26 655 CHF | 26 938 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 93,50 % | 94,30 % | 100 000 | 100 000 | 29 657 | 29 657 | 27 884 CHF | 28 169 CHF | 100,00% | 100,00% |
13/11/2024 | 1,55% | 94,60 % | 95,60 % | 100 000 | 100 000 | 29 633 | 29 633 | 27 928 CHF | 28 271 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 94,20 % | 95,20 % | 100 000 | 100 000 | 29 657 | 29 657 | 28 049 CHF | 28 393 CHF | 100,00% | 100,00% |
11/11/2024 | 1,32% | 96,10 % | 96,90 % | 100 000 | 100 000 | 29 647 | 29 647 | 28 421 CHF | 28 705 CHF | 100,00% | 100,00% |
08/11/2024 | 2,63% | 94,00 % | 94,80 % | 100 000 | 100 000 | 29 640 | 29 640 | 27 821 CHF | 28 229 CHF | 100,00% | 100,00% |
07/11/2024 | 2,84% | 93,40 % | 94,40 % | 100 000 | 100 000 | 29 808 | 29 808 | 27 856 CHF | 28 324 CHF | 99,23% | 99,23% |