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 | 4,15% | 41,80 % | 43,60 % | 250 000 | 5 000 | 250 000 | 5 000 | 106 251 CHF | 2 215 CHF | 97,94% | 97,94% |
19/11/2024 | 4,24% | 41,40 % | 43,20 % | 250 000 | 5 000 | 250 000 | 5 000 | 103 945 CHF | 2 169 CHF | 100,00% | 100,00% |
18/11/2024 | 4,09% | 42,80 % | 44,60 % | 250 000 | 5 000 | 250 000 | 5 000 | 107 828 CHF | 2 247 CHF | 100,00% | 100,00% |
15/11/2024 | 3,98% | 44,40 % | 46,20 % | 250 000 | 5 000 | 250 000 | 5 000 | 110 789 CHF | 2 306 CHF | 100,00% | 100,00% |
14/11/2024 | 4,13% | 43,80 % | 45,60 % | 250 000 | 5 000 | 250 000 | 5 000 | 106 791 CHF | 2 226 CHF | 100,00% | 100,00% |
13/11/2024 | 4,35% | 40,40 % | 42,20 % | 250 000 | 5 000 | 250 000 | 5 000 | 101 109 CHF | 2 112 CHF | 100,00% | 100,00% |
12/11/2024 | 4,43% | 38,60 % | 40,40 % | 250 000 | 5 000 | 250 000 | 5 000 | 99 345 CHF | 2 077 CHF | 100,00% | 100,00% |
11/11/2024 | 4,15% | 42,80 % | 44,60 % | 250 000 | 5 000 | 250 000 | 5 000 | 106 126 CHF | 2 213 CHF | 100,00% | 100,00% |
08/11/2024 | 4,05% | 42,60 % | 44,40 % | 250 000 | 5 000 | 250 000 | 5 000 | 109 046 CHF | 2 271 CHF | 100,00% | 100,00% |
07/11/2024 | 3,61% | 49,70 % | 51,50 % | 250 000 | 5 000 | 250 000 | 5 000 | 122 453 CHF | 2 539 CHF | 99,76% | 99,76% |