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 | 1,38% | 71,75 % | 72,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 191 CHF | 73 191 CHF | 98,15% | 98,15% |
19/11/2024 | 1,35% | 73,65 % | 74,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 524 CHF | 74 524 CHF | 93,72% | 93,72% |
18/11/2024 | 1,28% | 77,05 % | 78,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 770 CHF | 78 770 CHF | 70,39% | 70,39% |
15/11/2024 | 1,30% | 77,45 % | 78,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 595 CHF | 77 595 CHF | 92,78% | 92,78% |
14/11/2024 | 1,33% | 74,90 % | 75,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 493 CHF | 75 493 CHF | 29,56% | 29,56% |
13/11/2024 | 1,43% | 70,15 % | 71,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 335 CHF | 70 335 CHF | 63,16% | 63,16% |
12/11/2024 | 1,43% | 69,10 % | 70,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 189 CHF | 70 189 CHF | 13,46% | 13,46% |
11/11/2024 | 1,34% | 74,25 % | 75,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 411 CHF | 75 411 CHF | 63,78% | 63,78% |
08/11/2024 | 1,33% | 72,50 % | 73,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 805 CHF | 75 805 CHF | 75,16% | 75,16% |
07/11/2024 | 1,20% | 83,60 % | 84,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 126 CHF | 84 126 CHF | 99,16% | 99,16% |