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% | 57,55 % | 58,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 757 CHF | 58 192 CHF | 90,16% | 90,16% |
19/11/2024 | 0,75% | 58,30 % | 58,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 278 CHF | 58 718 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 59,55 % | 60,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 932 CHF | 60 383 CHF | 99,17% | 99,17% |
15/11/2024 | 0,75% | 59,85 % | 60,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 527 CHF | 59 974 CHF | 98,23% | 98,23% |
14/11/2024 | 0,75% | 58,85 % | 59,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 111 CHF | 58 548 CHF | 87,83% | 87,83% |
13/11/2024 | 0,75% | 57,45 % | 57,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 104 CHF | 57 531 CHF | 97,15% | 97,15% |
12/11/2024 | 0,75% | 56,55 % | 57,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 039 CHF | 57 467 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 58,75 % | 59,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 711 CHF | 59 152 CHF | 99,95% | 99,95% |
08/11/2024 | 0,75% | 58,15 % | 58,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 960 CHF | 59 401 CHF | 54,95% | 54,95% |
07/11/2024 | 0,75% | 63,15 % | 63,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 923 CHF | 63 398 CHF | 97,43% | 97,43% |