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% | 93,90 % | 94,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 355 CHF | 95 066 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 94,10 % | 94,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 135 CHF | 94 843 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 94,45 % | 95,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 368 CHF | 95 079 CHF | 99,13% | 99,13% |
15/11/2024 | 0,75% | 94,80 % | 95,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 087 CHF | 95 803 CHF | 98,21% | 98,21% |
14/11/2024 | 0,75% | 95,55 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 221 CHF | 95 939 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 95,10 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 233 CHF | 95 952 CHF | 97,53% | 97,53% |
12/11/2024 | 0,75% | 95,60 % | 96,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 313 CHF | 97 037 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 96,90 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 902 CHF | 97 627 CHF | 98,00% | 98,00% |
08/11/2024 | 0,75% | 96,00 % | 96,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 125 CHF | 96 849 CHF | 54,85% | 54,85% |
07/11/2024 | 0,75% | 97,25 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 972 CHF | 97 701 CHF | 94,28% | 94,28% |