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% | 57,30 % | 57,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 599 CHF | 58 032 CHF | 61,65% | 61,65% |
19/11/2024 | 0,74% | 57,70 % | 58,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 736 CHF | 58 167 CHF | 94,59% | 94,59% |
18/11/2024 | 0,76% | 58,40 % | 58,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 353 CHF | 58 797 CHF | 29,25% | 29,25% |
15/11/2024 | 0,73% | 57,80 % | 58,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 814 CHF | 57 231 CHF | 24,10% | 24,10% |
14/11/2024 | 0,76% | 56,70 % | 57,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 142 CHF | 57 577 CHF | 82,57% | 82,57% |
13/11/2024 | 0,71% | 56,45 % | 56,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 331 CHF | 56 734 CHF | 64,30% | 64,30% |
12/11/2024 | 0,76% | 56,15 % | 56,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 099 CHF | 56 527 CHF | 73,68% | 73,68% |
11/11/2024 | 0,74% | 56,15 % | 56,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 934 CHF | 56 352 CHF | 69,24% | 69,24% |
08/11/2024 | 0,81% | 55,75 % | 56,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 632 CHF | 56 082 CHF | 19,63% | 19,63% |
07/11/2024 | 0,73% | 55,05 % | 55,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 071 CHF | 55 477 CHF | 23,00% | 23,00% |