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 | 0,61% | 15,90 % | 16,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 81 588 CHF | 16 418 CHF | 99,38% | 99,38% |
19/11/2024 | 0,60% | 16,75 % | 16,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 83 615 CHF | 16 823 CHF | 99,37% | 99,37% |
18/11/2024 | 0,59% | 16,65 % | 16,75 % | 500 000 | 100 000 | 500 000 | 100 000 | 83 825 CHF | 16 865 CHF | 99,37% | 99,37% |
15/11/2024 | 0,56% | 17,40 % | 17,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 89 423 CHF | 17 985 CHF | 98,82% | 98,82% |
14/11/2024 | 0,53% | 18,75 % | 18,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 93 337 CHF | 18 767 CHF | 99,25% | 99,37% |
13/11/2024 | 0,55% | 18,15 % | 18,25 % | 500 000 | 100 000 | 500 000 | 100 000 | 90 260 CHF | 18 152 CHF | 99,13% | 99,13% |
12/11/2024 | 0,52% | 18,30 % | 18,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 96 326 CHF | 19 365 CHF | 93,10% | 93,10% |
11/11/2024 | 0,50% | 20,15 % | 20,25 % | 500 000 | 100 000 | 500 000 | 100 000 | 99 136 CHF | 19 927 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 21,00 % | 21,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 101 696 CHF | 20 439 CHF | 99,34% | 99,34% |
07/11/2024 | 0,49% | 19,80 % | 19,90 % | 500 000 | 100 000 | 499 709 | 100 000 | 101 330 CHF | 20 378 CHF | 73,88% | 73,88% |