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 | 0,77% | 77,15 % | 77,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 000 CHF | 78 600 CHF | 87,11% | 87,11% |
19/11/2024 | 0,76% | 78,95 % | 79,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 215 CHF | 78 808 CHF | 99,89% | 99,89% |
18/11/2024 | 0,75% | 80,80 % | 81,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 876 CHF | 81 483 CHF | 96,26% | 96,26% |
15/11/2024 | 0,73% | 81,30 % | 81,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 395 CHF | 81 995 CHF | 36,87% | 36,87% |
14/11/2024 | 0,75% | 80,75 % | 81,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 001 CHF | 80 603 CHF | 67,74% | 67,74% |
13/11/2024 | 0,75% | 79,05 % | 79,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 113 CHF | 80 713 CHF | 69,39% | 69,39% |
12/11/2024 | 0,74% | 81,00 % | 81,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 935 CHF | 82 546 CHF | 74,76% | 74,76% |
11/11/2024 | 0,75% | 86,35 % | 87,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 625 CHF | 87 275 CHF | 96,67% | 96,67% |
08/11/2024 | 0,75% | 85,20 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 817 CHF | 86 464 CHF | 53,69% | 53,69% |
07/11/2024 | 0,75% | 87,80 % | 88,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 094 CHF | 88 758 CHF | 90,38% | 90,38% |