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 | 1,24% | 79,35 % | 80,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 220 CHF | 81 220 CHF | 98,15% | 98,15% |
19/11/2024 | 1,24% | 80,90 % | 81,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 970 CHF | 80 970 CHF | 80,50% | 80,50% |
18/11/2024 | 1,20% | 82,40 % | 83,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 580 CHF | 83 580 CHF | 67,46% | 67,46% |
15/11/2024 | 1,19% | 82,75 % | 83,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 461 CHF | 84 461 CHF | 87,88% | 87,88% |
14/11/2024 | 1,21% | 82,50 % | 83,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 365 CHF | 83 365 CHF | 28,09% | 28,09% |
13/11/2024 | 1,20% | 82,30 % | 83,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 595 CHF | 83 595 CHF | 61,24% | 61,24% |
12/11/2024 | 1,18% | 83,15 % | 84,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 233 CHF | 85 233 CHF | 17,29% | 17,29% |
11/11/2024 | 1,13% | 88,15 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 283 CHF | 89 283 CHF | 27,60% | 27,60% |
08/11/2024 | 1,13% | 87,20 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 626 CHF | 88 626 CHF | 75,74% | 75,74% |
07/11/2024 | 1,11% | 89,90 % | 90,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 937 CHF | 90 937 CHF | 99,16% | 99,16% |