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 | 1,99% | 49,60 % | 50,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 701 CHF | 50 701 CHF | 98,15% | 98,15% |
19/11/2024 | 1,98% | 50,20 % | 51,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 131 CHF | 51 131 CHF | 93,72% | 93,72% |
18/11/2024 | 1,92% | 51,35 % | 52,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 51 590 CHF | 52 590 CHF | 70,73% | 70,73% |
15/11/2024 | 1,93% | 51,45 % | 52,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 51 266 CHF | 52 266 CHF | 88,20% | 88,20% |
14/11/2024 | 1,97% | 50,70 % | 51,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 357 CHF | 51 357 CHF | 65,05% | 65,05% |
13/11/2024 | 2,02% | 49,40 % | 50,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 125 CHF | 50 125 CHF | 74,74% | 74,74% |
12/11/2024 | 2,02% | 48,70 % | 49,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 037 CHF | 50 037 CHF | 49,39% | 49,39% |
11/11/2024 | 1,95% | 50,65 % | 51,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 653 CHF | 51 653 CHF | 79,58% | 79,58% |
08/11/2024 | 1,95% | 50,00 % | 51,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 800 CHF | 51 800 CHF | 76,00% | 76,00% |
07/11/2024 | 1,82% | 54,50 % | 55,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 329 CHF | 55 329 CHF | 99,16% | 99,16% |