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 | 1,06% | 46,09 % | 46,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 117 330 CHF | 118 580 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 47,72 % | 48,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 119 028 CHF | 120 278 CHF | 89,38% | 89,38% |
18/11/2024 | 1,04% | 47,46 % | 47,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 119 139 CHF | 120 389 CHF | 99,68% | 99,68% |
15/11/2024 | 1,01% | 48,80 % | 49,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 123 743 CHF | 124 993 CHF | 34,43% | 34,43% |
14/11/2024 | 0,97% | 51,32 % | 51,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 127 972 CHF | 129 222 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 49,94 % | 50,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 124 546 CHF | 125 796 CHF | 92,48% | 92,48% |
12/11/2024 | 0,96% | 50,23 % | 50,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 130 121 CHF | 131 371 CHF | 92,15% | 92,15% |
11/11/2024 | 0,94% | 53,73 % | 54,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 132 677 CHF | 133 927 CHF | 99,74% | 99,74% |
08/11/2024 | 0,92% | 55,15 % | 55,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 940 CHF | 136 190 CHF | 99,84% | 99,84% |
07/11/2024 | 0,93% | 52,49 % | 52,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 474 CHF | 135 724 CHF | 71,85% | 71,85% |