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 | 1,06% | 93,90 % | 94,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 915 CHF | 94 915 CHF | 95,37% | 95,37% |
19/11/2024 | 1,06% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 423 CHF | 94 423 CHF | 93,69% | 93,69% |
18/11/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 460 CHF | 94 460 CHF | 71,77% | 71,77% |
15/11/2024 | 1,07% | 93,45 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 325 CHF | 94 325 CHF | 91,69% | 91,69% |
14/11/2024 | 1,07% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 705 CHF | 93 705 CHF | 63,16% | 63,16% |
13/11/2024 | 1,07% | 92,95 % | 93,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 371 CHF | 94 371 CHF | 62,33% | 62,33% |
12/11/2024 | 1,06% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 653 CHF | 94 653 CHF | 31,67% | 31,67% |
11/11/2024 | 1,05% | 94,50 % | 95,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 871 CHF | 95 871 CHF | 78,73% | 78,73% |
08/11/2024 | 1,04% | 95,30 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 858 CHF | 96 858 CHF | 75,94% | 75,94% |
07/11/2024 | 1,02% | 97,90 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 692 CHF | 98 692 CHF | 99,16% | 99,16% |