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 | 5,36% | 17,99 % | 18,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 213 CHF | 28 713 CHF | 100,00% | 100,00% |
19/11/2024 | 5,45% | 17,94 % | 18,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 26 781 CHF | 28 281 CHF | 89,38% | 89,38% |
18/11/2024 | 5,40% | 18,07 % | 19,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 009 CHF | 28 509 CHF | 99,68% | 99,68% |
15/11/2024 | 5,42% | 17,93 % | 18,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 26 930 CHF | 28 430 CHF | 100,00% | 100,00% |
14/11/2024 | 5,40% | 18,11 % | 19,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 025 CHF | 28 525 CHF | 100,00% | 100,00% |
13/11/2024 | 5,42% | 17,93 % | 18,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 26 912 CHF | 28 412 CHF | 100,00% | 100,00% |
12/11/2024 | 5,35% | 18,04 % | 19,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 291 CHF | 28 791 CHF | 98,75% | 98,75% |
11/11/2024 | 5,33% | 18,36 % | 19,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 408 CHF | 28 908 CHF | 100,00% | 100,00% |
08/11/2024 | 5,38% | 18,07 % | 19,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 152 CHF | 28 652 CHF | 99,84% | 99,84% |
07/11/2024 | 5,27% | 18,44 % | 19,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 27 728 CHF | 29 228 CHF | 100,00% | 100,00% |