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 | 1,20% | 81,50 % | 82,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 814 CHF | 83 814 CHF | 98,15% | 98,15% |
19/11/2024 | 1,19% | 82,60 % | 83,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 514 CHF | 84 514 CHF | 81,64% | 81,64% |
18/11/2024 | 1,16% | 85,60 % | 86,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 780 CHF | 86 780 CHF | 59,66% | 59,66% |
15/11/2024 | 1,15% | 85,40 % | 86,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 159 CHF | 87 159 CHF | 92,83% | 92,83% |
14/11/2024 | 1,16% | 85,85 % | 86,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 911 CHF | 86 911 CHF | 65,45% | 65,45% |
13/11/2024 | 1,16% | 85,60 % | 86,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 965 CHF | 86 965 CHF | 74,47% | 74,47% |
12/11/2024 | 1,16% | 85,65 % | 86,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 056 CHF | 87 056 CHF | 49,43% | 49,43% |
11/11/2024 | 1,15% | 86,60 % | 87,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 275 CHF | 87 275 CHF | 12,05% | 12,05% |
08/11/2024 | 1,17% | 85,30 % | 86,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 944 CHF | 85 944 CHF | 86,77% | 86,77% |
07/11/2024 | 1,17% | 85,00 % | 86,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 678 CHF | 85 678 CHF | 97,20% | 97,20% |