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 | 1,64% | 60,20 % | 61,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 325 CHF | 61 325 CHF | 98,15% | 98,15% |
19/11/2024 | 1,63% | 60,90 % | 61,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 842 CHF | 61 842 CHF | 93,72% | 93,72% |
18/11/2024 | 1,58% | 62,35 % | 63,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 643 CHF | 63 643 CHF | 69,71% | 69,71% |
15/11/2024 | 1,59% | 62,60 % | 63,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 255 CHF | 63 255 CHF | 92,39% | 92,39% |
14/11/2024 | 1,62% | 61,55 % | 62,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 126 CHF | 62 126 CHF | 65,65% | 65,65% |
13/11/2024 | 1,66% | 59,90 % | 60,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 603 CHF | 60 603 CHF | 73,72% | 73,72% |
12/11/2024 | 1,67% | 59,05 % | 60,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 500 CHF | 60 500 CHF | 49,61% | 49,61% |
11/11/2024 | 1,61% | 61,50 % | 62,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 581 CHF | 62 581 CHF | 61,61% | 61,61% |
08/11/2024 | 1,61% | 60,75 % | 61,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 667 CHF | 62 667 CHF | 75,84% | 75,84% |
07/11/2024 | 1,50% | 66,25 % | 67,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 030 CHF | 67 030 CHF | 99,16% | 99,16% |