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 | 1,28% | 75,40 % | 76,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 404 CHF | 78 404 CHF | 98,15% | 98,15% |
19/11/2024 | 1,31% | 76,55 % | 77,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 696 CHF | 76 696 CHF | 93,72% | 93,72% |
18/11/2024 | 1,31% | 75,85 % | 76,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 039 CHF | 77 039 CHF | 77,71% | 77,71% |
15/11/2024 | 1,20% | 82,95 % | 83,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 993 CHF | 83 993 CHF | 55,97% | 55,97% |
14/11/2024 | 1,13% | 87,90 % | 88,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 149 CHF | 89 149 CHF | 29,56% | 29,56% |
13/11/2024 | 1,16% | 84,85 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 353 CHF | 86 353 CHF | 74,73% | 74,73% |
12/11/2024 | 1,16% | 85,25 % | 86,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 515 CHF | 86 515 CHF | 50,39% | 50,39% |
11/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
08/11/2024 | 1,14% | 86,30 % | 87,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 003 CHF | 88 003 CHF | 65,99% | 65,99% |
07/11/2024 | 1,13% | 89,15 % | 90,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 366 CHF | 89 366 CHF | 97,35% | 97,35% |