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 | 1,62% | 61,25 % | 62,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 344 CHF | 62 344 CHF | 98,15% | 98,15% |
19/11/2024 | 1,60% | 61,95 % | 62,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 880 CHF | 62 880 CHF | 93,72% | 93,72% |
18/11/2024 | 1,56% | 63,35 % | 64,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 63 629 CHF | 64 629 CHF | 69,91% | 69,91% |
15/11/2024 | 1,57% | 63,45 % | 64,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 63 230 CHF | 64 230 CHF | 88,35% | 88,35% |
14/11/2024 | 1,60% | 62,55 % | 63,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 144 CHF | 63 144 CHF | 65,45% | 65,45% |
13/11/2024 | 1,64% | 60,95 % | 61,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 655 CHF | 61 655 CHF | 75,54% | 75,54% |
12/11/2024 | 1,64% | 60,10 % | 61,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 535 CHF | 61 535 CHF | 50,31% | 50,31% |
11/11/2024 | 1,59% | 62,50 % | 63,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 487 CHF | 63 487 CHF | 80,33% | 80,33% |
08/11/2024 | 1,58% | 61,70 % | 62,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 658 CHF | 63 658 CHF | 75,84% | 75,84% |
07/11/2024 | 1,48% | 67,15 % | 68,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 890 CHF | 67 890 CHF | 99,16% | 99,16% |