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% | 96,85 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 861 CHF | 97 589 CHF | 99,07% | 99,07% |
19/11/2024 | 0,75% | 96,15 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 183 CHF | 96 906 CHF | 92,02% | 92,02% |
18/11/2024 | 0,75% | 97,05 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 974 CHF | 97 709 CHF | 98,35% | 98,35% |
15/11/2024 | 0,75% | 97,20 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 450 CHF | 98 185 CHF | 97,17% | 97,17% |
14/11/2024 | 0,75% | 97,80 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 204 CHF | 97 937 CHF | 99,26% | 99,26% |
13/11/2024 | 0,75% | 96,70 % | 97,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 223 CHF | 96 945 CHF | 93,95% | 93,95% |
12/11/2024 | 0,75% | 97,40 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 898 CHF | 98 634 CHF | 98,05% | 98,05% |
11/11/2024 | 0,75% | 98,20 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 079 CHF | 98 822 CHF | 98,97% | 98,97% |
08/11/2024 | 0,74% | 97,40 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 475 CHF | 98 204 CHF | 53,94% | 53,94% |
07/11/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 764 CHF | 98 503 CHF | 96,56% | 96,56% |