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 | 1,34% | 73,44 % | 74,44 % | 70 000 | 70 000 | 70 000 | 70 000 | 51 934 CHF | 52 634 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 74,75 % | 75,75 % | 70 000 | 70 000 | 70 000 | 70 000 | 51 739 CHF | 52 439 CHF | 55,30% | 55,30% |
18/11/2024 | 1,30% | 76,22 % | 77,22 % | 70 000 | 70 000 | 70 000 | 70 000 | 53 584 CHF | 54 284 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 76,96 % | 77,96 % | 70 000 | 70 000 | 70 000 | 70 000 | 54 163 CHF | 54 863 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 76,24 % | 77,24 % | 70 000 | 70 000 | 70 000 | 70 000 | 52 908 CHF | 53 608 CHF | 81,38% | 81,38% |
13/11/2024 | 1,31% | 75,80 % | 76,80 % | 70 000 | 70 000 | 70 000 | 70 000 | 53 143 CHF | 53 843 CHF | 100,00% | 100,00% |
12/11/2024 | 1,28% | 76,57 % | 77,57 % | 70 000 | 70 000 | 69 969 | 70 000 | 54 192 CHF | 54 916 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 81,95 % | 82,95 % | 70 000 | 70 000 | 70 000 | 70 000 | 57 508 CHF | 58 208 CHF | 99,86% | 99,86% |
08/11/2024 | 1,22% | 80,49 % | 81,49 % | 70 000 | 70 000 | 70 000 | 70 000 | 56 845 CHF | 57 545 CHF | 97,13% | 97,13% |
07/11/2024 | 1,18% | 83,70 % | 84,70 % | 70 000 | 70 000 | 70 000 | 70 000 | 58 736 CHF | 59 436 CHF | 100,00% | 100,00% |