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% | 72,25 % | 73,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 035 CHF | 75 035 CHF | 97,25% | 97,25% |
19/11/2024 | 1,47% | 71,30 % | 72,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 777 CHF | 68 777 CHF | 80,39% | 80,39% |
18/11/2024 | 1,31% | 80,25 % | 81,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 026 CHF | 77 026 CHF | 64,19% | 64,19% |
15/11/2024 | 1,18% | 82,80 % | 83,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 039 CHF | 85 039 CHF | 81,37% | 81,37% |
14/11/2024 | 1,18% | 86,30 % | 87,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 106 CHF | 85 106 CHF | 29,56% | 29,56% |
13/11/2024 | 1,04% | 94,80 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 806 CHF | 96 806 CHF | 74,75% | 74,75% |
12/11/2024 | 1,04% | 96,00 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 696 CHF | 96 696 CHF | 51,06% | 51,06% |
11/11/2024 | 1,03% | 96,65 % | 97,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 051 CHF | 98 051 CHF | 81,18% | 81,18% |
08/11/2024 | 1,03% | 96,95 % | 97,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 327 CHF | 97 327 CHF | 86,81% | 86,81% |
07/11/2024 | 1,00% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 040 CHF | 100 035 CHF | 99,16% | 99,16% |