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 | 0,75% | 63,55 % | 64,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 64 372 CHF | 64 855 CHF | 87,11% | 87,11% |
19/11/2024 | 0,74% | 65,10 % | 65,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 64 337 CHF | 64 817 CHF | 99,89% | 99,89% |
18/11/2024 | 0,75% | 66,95 % | 67,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 034 CHF | 67 539 CHF | 96,12% | 96,12% |
15/11/2024 | 0,75% | 67,50 % | 68,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 589 CHF | 68 096 CHF | 36,76% | 36,76% |
14/11/2024 | 0,75% | 66,55 % | 67,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 65 741 CHF | 66 234 CHF | 89,73% | 89,73% |
13/11/2024 | 0,75% | 64,95 % | 65,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 020 CHF | 66 520 CHF | 69,26% | 69,26% |
12/11/2024 | 0,75% | 66,85 % | 67,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 871 CHF | 68 378 CHF | 74,76% | 74,76% |
11/11/2024 | 0,75% | 73,05 % | 73,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 377 CHF | 73 927 CHF | 96,65% | 96,65% |
08/11/2024 | 0,76% | 71,85 % | 72,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 568 CHF | 73 118 CHF | 53,56% | 53,56% |
07/11/2024 | 0,76% | 75,45 % | 76,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 762 CHF | 76 338 CHF | 90,26% | 90,26% |