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 | 1,75% | 56,70 % | 57,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 540 CHF | 57 540 CHF | 98,15% | 98,15% |
19/11/2024 | 1,79% | 56,15 % | 57,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 417 CHF | 56 417 CHF | 93,72% | 93,72% |
18/11/2024 | 1,82% | 54,90 % | 55,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 398 CHF | 55 398 CHF | 77,84% | 77,84% |
15/11/2024 | 1,84% | 53,80 % | 54,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 53 740 CHF | 54 740 CHF | 92,60% | 92,60% |
14/11/2024 | 1,81% | 54,50 % | 55,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 702 CHF | 55 702 CHF | 65,22% | 65,22% |
13/11/2024 | 1,75% | 55,95 % | 56,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 528 CHF | 57 528 CHF | 75,03% | 75,03% |
12/11/2024 | 1,72% | 56,35 % | 57,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 533 CHF | 58 533 CHF | 51,29% | 51,29% |
11/11/2024 | 1,68% | 58,25 % | 59,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 59 142 CHF | 60 142 CHF | 77,71% | 77,71% |
08/11/2024 | 1,69% | 58,75 % | 59,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 819 CHF | 59 819 CHF | 86,95% | 86,95% |
07/11/2024 | 1,72% | 58,70 % | 59,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 57 802 CHF | 58 802 CHF | 99,16% | 99,16% |