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 | 1,63% | 60,85 % | 61,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 981 CHF | 61 981 CHF | 98,15% | 98,15% |
19/11/2024 | 1,61% | 61,55 % | 62,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 509 CHF | 62 509 CHF | 93,72% | 93,72% |
18/11/2024 | 1,57% | 63,00 % | 64,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 63 326 CHF | 64 326 CHF | 80,12% | 80,12% |
15/11/2024 | 1,58% | 63,25 % | 64,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 938 CHF | 63 938 CHF | 92,83% | 92,83% |
14/11/2024 | 1,60% | 62,25 % | 63,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 61 807 CHF | 62 807 CHF | 65,45% | 65,45% |
13/11/2024 | 1,64% | 60,60 % | 61,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 299 CHF | 61 299 CHF | 63,49% | 63,49% |
12/11/2024 | 1,65% | 60,25 % | 61,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 278 CHF | 61 278 CHF | 15,16% | 15,16% |
11/11/2024 | 1,60% | 62,20 % | 63,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 172 CHF | 63 172 CHF | 80,33% | 80,33% |
08/11/2024 | 1,59% | 61,40 % | 62,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 62 376 CHF | 63 376 CHF | 75,16% | 75,16% |
07/11/2024 | 1,49% | 67,00 % | 68,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 742 CHF | 67 742 CHF | 99,16% | 99,16% |