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 | 1,43% | 33,64 % | 34,14 % | 20 000 | 200 000 | 20 000 | 200 000 | 6 933 CHF | 70 333 CHF | 99,99% | 99,99% |
19/11/2024 | 1,40% | 35,48 % | 35,98 % | 20 000 | 200 000 | 20 000 | 200 000 | 7 076 CHF | 71 758 CHF | 99,91% | 99,91% |
18/11/2024 | 1,40% | 35,24 % | 35,74 % | 20 000 | 200 000 | 20 000 | 200 000 | 7 077 CHF | 71 768 CHF | 99,99% | 99,99% |
15/11/2024 | 1,33% | 36,43 % | 36,93 % | 20 000 | 200 000 | 20 000 | 200 000 | 7 497 CHF | 75 966 CHF | 99,98% | 99,98% |
14/11/2024 | 1,27% | 39,22 % | 39,72 % | 20 000 | 200 000 | 20 000 | 200 000 | 7 827 CHF | 79 273 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 37,83 % | 38,33 % | 20 000 | 200 000 | 20 000 | 200 000 | 7 531 CHF | 76 309 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 37,95 % | 38,45 % | 20 000 | 200 000 | 20 000 | 200 000 | 8 009 CHF | 81 089 CHF | 100,00% | 100,00% |
11/11/2024 | 1,21% | 41,87 % | 42,37 % | 20 000 | 200 000 | 20 000 | 200 000 | 8 233 CHF | 83 329 CHF | 100,00% | 100,00% |
08/11/2024 | 1,18% | 43,55 % | 44,05 % | 20 000 | 200 000 | 20 000 | 200 000 | 8 441 CHF | 85 413 CHF | 99,97% | 99,97% |
07/11/2024 | 1,19% | 41,08 % | 41,58 % | 20 000 | 200 000 | 20 000 | 200 000 | 8 373 CHF | 84 732 CHF | 99,46% | 99,46% |