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 | 1,61% | 61,46 % | 62,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 92 689 CHF | 94 189 CHF | 100,00% | 100,00% |
19/11/2024 | 1,61% | 61,60 % | 62,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 92 505 CHF | 94 005 CHF | 89,38% | 89,38% |
18/11/2024 | 1,58% | 62,66 % | 63,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 93 974 CHF | 95 474 CHF | 99,68% | 99,68% |
15/11/2024 | 1,58% | 62,51 % | 63,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 94 341 CHF | 95 841 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 63,91 % | 64,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 95 392 CHF | 96 892 CHF | 100,00% | 100,00% |
13/11/2024 | 1,56% | 63,36 % | 64,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 95 222 CHF | 96 722 CHF | 100,00% | 100,00% |
12/11/2024 | 1,56% | 63,43 % | 64,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 95 495 CHF | 96 995 CHF | 98,75% | 98,75% |
11/11/2024 | 1,54% | 64,39 % | 65,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 96 836 CHF | 98 336 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 64,05 % | 65,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 96 375 CHF | 97 875 CHF | 99,84% | 99,84% |
07/11/2024 | 1,53% | 64,69 % | 65,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 97 143 CHF | 98 643 CHF | 100,00% | 100,00% |