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 | 0,99% | 49,24 % | 49,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 125 545 CHF | 126 795 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 51,14 % | 51,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 127 523 CHF | 128 773 CHF | 89,36% | 89,36% |
18/11/2024 | 0,97% | 50,84 % | 51,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 127 652 CHF | 128 902 CHF | 99,67% | 99,67% |
15/11/2024 | 0,94% | 52,39 % | 52,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 133 016 CHF | 134 266 CHF | 34,43% | 34,43% |
14/11/2024 | 0,90% | 55,33 % | 55,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 137 941 CHF | 139 191 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 53,73 % | 54,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 043 CHF | 135 293 CHF | 80,19% | 80,19% |
12/11/2024 | 0,89% | 54,06 % | 54,56 % | 250 000 | 250 000 | 250 000 | 249 996 | 140 446 CHF | 141 693 CHF | 92,11% | 92,11% |
11/11/2024 | 0,87% | 58,14 % | 58,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 143 424 CHF | 144 674 CHF | 99,74% | 99,74% |
08/11/2024 | 0,85% | 59,79 % | 60,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 146 061 CHF | 147 311 CHF | 99,83% | 99,83% |
07/11/2024 | 0,86% | 56,69 % | 57,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 502 CHF | 146 752 CHF | 71,74% | 71,74% |