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 | 1,80% | 54,60 % | 55,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 947 CHF | 55 947 CHF | 98,15% | 98,15% |
19/11/2024 | 1,83% | 54,60 % | 55,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 123 CHF | 55 123 CHF | 93,72% | 93,72% |
18/11/2024 | 1,78% | 56,40 % | 57,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 722 CHF | 56 722 CHF | 71,27% | 71,27% |
15/11/2024 | 1,72% | 57,35 % | 58,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 677 CHF | 58 677 CHF | 87,98% | 87,98% |
14/11/2024 | 1,72% | 58,45 % | 59,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 584 CHF | 58 584 CHF | 56,80% | 56,80% |
13/11/2024 | 1,52% | 63,95 % | 64,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 65 134 CHF | 66 134 CHF | 75,46% | 75,46% |
12/11/2024 | 1,50% | 65,40 % | 66,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 151 CHF | 67 152 CHF | 49,60% | 49,60% |
11/11/2024 | 1,45% | 68,15 % | 69,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 407 CHF | 69 407 CHF | 61,60% | 61,60% |
08/11/2024 | 1,47% | 68,15 % | 69,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 758 CHF | 68 758 CHF | 86,01% | 86,01% |
07/11/2024 | 1,38% | 72,00 % | 73,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 169 CHF | 73 169 CHF | 99,16% | 99,16% |