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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,68% | 59,45 % | 60,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 151 CHF | 60 151 CHF | 99,91% | 99,91% |
20/11/2024 | 1,65% | 60,10 % | 61,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 225 CHF | 61 225 CHF | 98,15% | 98,15% |
19/11/2024 | 1,63% | 60,85 % | 61,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 752 CHF | 61 752 CHF | 93,72% | 93,72% |
18/11/2024 | 1,59% | 62,25 % | 63,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 572 CHF | 63 572 CHF | 80,91% | 80,91% |
15/11/2024 | 1,60% | 62,50 % | 63,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 168 CHF | 63 168 CHF | 92,97% | 92,97% |
14/11/2024 | 1,62% | 61,50 % | 62,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 045 CHF | 62 045 CHF | 65,27% | 65,27% |
13/11/2024 | 1,67% | 59,85 % | 60,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 551 CHF | 60 551 CHF | 74,59% | 74,59% |
12/11/2024 | 1,67% | 59,00 % | 60,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 450 CHF | 60 450 CHF | 49,41% | 49,41% |
11/11/2024 | 1,61% | 61,45 % | 62,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 454 CHF | 62 454 CHF | 79,83% | 79,83% |
08/11/2024 | 1,61% | 60,70 % | 61,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 646 CHF | 62 646 CHF | 75,84% | 75,84% |