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 | 4,75% | 13,27 % | 13,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 68 784 CHF | 72 134 CHF | 99,37% | 99,37% |
19/11/2024 | 4,62% | 14,17 % | 14,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 70 799 CHF | 74 149 CHF | 100,00% | 100,00% |
18/11/2024 | 4,62% | 14,07 % | 14,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 70 799 CHF | 74 149 CHF | 100,00% | 100,00% |
15/11/2024 | 4,28% | 14,77 % | 15,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 76 546 CHF | 79 895 CHF | 99,04% | 99,04% |
14/11/2024 | 4,08% | 16,17 % | 16,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 80 467 CHF | 83 817 CHF | 99,10% | 99,10% |
13/11/2024 | 4,07% | 15,37 % | 16,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 76 745 CHF | 79 938 CHF | 99,67% | 99,67% |
12/11/2024 | 1,60% | 15,77 % | 16,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 83 917 CHF | 85 267 CHF | 93,51% | 93,51% |
11/11/2024 | 1,55% | 17,67 % | 17,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 86 637 CHF | 87 987 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 18,47 % | 18,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 89 124 CHF | 90 474 CHF | 100,00% | 100,00% |
07/11/2024 | 1,51% | 17,17 % | 17,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 88 686 CHF | 90 036 CHF | 73,71% | 73,71% |