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 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 970 CHF | 96 970 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 95,40 % | 96,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 184 CHF | 96 184 CHF | 93,69% | 93,69% |
18/11/2024 | 1,04% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 269 CHF | 96 269 CHF | 73,03% | 73,03% |
15/11/2024 | 1,04% | 95,25 % | 96,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 910 CHF | 96 910 CHF | 87,65% | 87,65% |
14/11/2024 | 1,03% | 96,55 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 610 CHF | 97 610 CHF | 63,20% | 63,20% |
13/11/2024 | 1,03% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 946 CHF | 97 946 CHF | 73,44% | 73,44% |
12/11/2024 | 1,03% | 97,00 % | 98,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 015 CHF | 98 015 CHF | 51,82% | 51,82% |
11/11/2024 | 1,02% | 97,80 % | 98,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 876 CHF | 98 876 CHF | 78,80% | 78,80% |
08/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 730 CHF | 98 730 CHF | 86,80% | 86,80% |
07/11/2024 | 1,01% | 98,00 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 396 CHF | 99 396 CHF | 99,16% | 99,16% |