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 | 1,85% | 53,35 % | 54,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 451 CHF | 54 451 CHF | 98,15% | 98,15% |
19/11/2024 | 1,84% | 54,00 % | 55,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 918 CHF | 54 918 CHF | 93,72% | 93,72% |
18/11/2024 | 1,79% | 55,20 % | 56,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 468 CHF | 56 468 CHF | 70,48% | 70,48% |
15/11/2024 | 1,80% | 55,30 % | 56,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 130 CHF | 56 130 CHF | 87,94% | 87,94% |
14/11/2024 | 1,83% | 54,55 % | 55,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 173 CHF | 55 173 CHF | 65,64% | 65,64% |
13/11/2024 | 1,87% | 53,15 % | 54,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 52 879 CHF | 53 879 CHF | 75,61% | 75,61% |
12/11/2024 | 1,88% | 52,40 % | 53,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 52 783 CHF | 53 783 CHF | 51,01% | 51,01% |
11/11/2024 | 1,82% | 54,50 % | 55,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 486 CHF | 55 486 CHF | 80,23% | 80,23% |
08/11/2024 | 1,81% | 53,85 % | 54,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 654 CHF | 55 654 CHF | 75,94% | 75,94% |
07/11/2024 | 1,70% | 58,60 % | 59,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 399 CHF | 59 399 CHF | 99,16% | 99,16% |