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 | 4,69% | 57,40 % | 60,20 % | 250 000 | 5 000 | 250 000 | 5 000 | 145 840 CHF | 3 057 CHF | 97,95% | 97,95% |
19/11/2024 | 4,87% | 55,70 % | 58,50 % | 250 000 | 5 000 | 250 000 | 5 000 | 140 290 CHF | 2 946 CHF | 100,00% | 100,00% |
18/11/2024 | 4,61% | 58,90 % | 61,70 % | 250 000 | 5 000 | 250 000 | 5 000 | 148 466 CHF | 3 109 CHF | 100,00% | 100,00% |
15/11/2024 | 4,50% | 61,00 % | 63,80 % | 250 000 | 5 000 | 250 000 | 5 000 | 151 990 CHF | 3 180 CHF | 100,00% | 100,00% |
14/11/2024 | 4,77% | 59,20 % | 62,00 % | 250 000 | 5 000 | 250 000 | 5 000 | 143 208 CHF | 3 004 CHF | 100,00% | 100,00% |
13/11/2024 | 5,10% | 53,70 % | 56,50 % | 250 000 | 5 000 | 250 000 | 5 000 | 133 739 CHF | 2 815 CHF | 100,00% | 100,00% |
12/11/2024 | 5,05% | 51,50 % | 54,30 % | 250 000 | 5 000 | 250 000 | 5 000 | 135 232 CHF | 2 845 CHF | 88,02% | 88,02% |
11/11/2024 | 4,56% | 60,60 % | 63,40 % | 250 000 | 5 000 | 250 000 | 5 000 | 149 983 CHF | 3 140 CHF | 99,44% | 99,44% |
08/11/2024 | 4,44% | 59,30 % | 62,10 % | 250 000 | 5 000 | 250 000 | 5 000 | 154 145 CHF | 3 223 CHF | 100,00% | 100,00% |
07/11/2024 | 3,90% | 71,30 % | 74,10 % | 250 000 | 5 000 | 250 000 | 5 000 | 176 037 CHF | 3 661 CHF | 99,76% | 99,76% |