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 | 1,86% | 52,50 % | 53,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 309 CHF | 54 309 CHF | 98,15% | 98,15% |
19/11/2024 | 1,85% | 53,65 % | 54,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 668 CHF | 54 668 CHF | 93,72% | 93,72% |
18/11/2024 | 1,85% | 53,65 % | 54,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 689 CHF | 54 689 CHF | 68,57% | 68,57% |
15/11/2024 | 1,82% | 53,95 % | 54,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 365 CHF | 55 365 CHF | 92,90% | 92,90% |
14/11/2024 | 1,82% | 54,85 % | 55,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 448 CHF | 55 448 CHF | 63,59% | 63,59% |
13/11/2024 | 1,80% | 53,80 % | 54,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 015 CHF | 56 015 CHF | 63,06% | 63,06% |
12/11/2024 | 1,72% | 57,75 % | 58,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 717 CHF | 58 717 CHF | 18,41% | 18,41% |
11/11/2024 | 1,54% | 64,45 % | 65,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 64 487 CHF | 65 487 CHF | 77,61% | 77,61% |
08/11/2024 | 1,56% | 63,45 % | 64,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 63 475 CHF | 64 475 CHF | 87,09% | 87,09% |
07/11/2024 | 1,54% | 64,30 % | 65,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 64 601 CHF | 65 601 CHF | 99,16% | 99,16% |