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% | 89,55 % | 90,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 537 CHF | 90 208 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 89,45 % | 90,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 175 CHF | 89 852 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 88,35 % | 89,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 174 CHF | 88 836 CHF | 99,39% | 99,39% |
15/11/2024 | 0,75% | 87,85 % | 88,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 047 CHF | 88 711 CHF | 98,39% | 98,39% |
14/11/2024 | 0,75% | 89,35 % | 90,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 073 CHF | 89 747 CHF | 98,83% | 98,83% |
13/11/2024 | 0,74% | 88,75 % | 89,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 804 CHF | 89 467 CHF | 71,12% | 71,12% |
12/11/2024 | 0,75% | 90,05 % | 90,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 396 CHF | 91 078 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 91,15 % | 91,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 269 CHF | 91 957 CHF | 99,81% | 99,81% |
08/11/2024 | 0,75% | 90,10 % | 90,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 185 CHF | 90 866 CHF | 55,08% | 55,08% |
07/11/2024 | 0,75% | 90,25 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 555 CHF | 91 232 CHF | 97,64% | 97,64% |