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% | 93,65 % | 94,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 982 CHF | 94 693 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 94,45 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 248 CHF | 94 961 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 94,40 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 221 CHF | 94 933 CHF | 99,33% | 99,33% |
15/11/2024 | 0,75% | 93,90 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 949 CHF | 94 660 CHF | 98,44% | 98,44% |
14/11/2024 | 0,75% | 94,80 % | 95,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 906 CHF | 94 611 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 92,80 % | 93,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 417 CHF | 93 117 CHF | 98,14% | 98,14% |
12/11/2024 | 0,75% | 92,30 % | 93,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 854 CHF | 93 554 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 93,35 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 755 CHF | 94 461 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,75 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 940 CHF | 94 645 CHF | 55,08% | 55,08% |
07/11/2024 | 0,75% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 801 CHF | 95 515 CHF | 97,64% | 97,64% |