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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,22% | 82,00 % | 83,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 169 CHF | 82 169 CHF | 99,91% | 99,91% |
20/11/2024 | 1,20% | 83,00 % | 84,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 83 068 CHF | 84 068 CHF | 97,25% | 97,25% |
19/11/2024 | 1,18% | 84,25 % | 85,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 013 CHF | 85 013 CHF | 80,50% | 80,50% |
18/11/2024 | 1,13% | 87,25 % | 88,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 838 CHF | 88 838 CHF | 66,14% | 66,14% |
15/11/2024 | 1,14% | 87,65 % | 88,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 184 CHF | 88 184 CHF | 84,54% | 84,54% |
14/11/2024 | 1,17% | 85,55 % | 86,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 308 CHF | 86 308 CHF | 28,93% | 28,93% |
13/11/2024 | 1,23% | 81,60 % | 82,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 826 CHF | 81 826 CHF | 63,91% | 63,91% |
12/11/2024 | 1,23% | 80,60 % | 81,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 665 CHF | 81 665 CHF | 14,21% | 14,21% |
11/11/2024 | 1,18% | 84,95 % | 85,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 362 CHF | 85 362 CHF | 11,53% | 11,53% |
08/11/2024 | 1,16% | 83,55 % | 84,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 558 CHF | 86 558 CHF | 75,22% | 75,22% |