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 | 4,22% | 29,20 % | 30,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 150 757 CHF | 157 257 CHF | 99,37% | 99,37% |
19/11/2024 | 4,10% | 31,10 % | 32,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 155 141 CHF | 161 641 CHF | 100,00% | 100,00% |
18/11/2024 | 4,11% | 30,70 % | 32,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 154 862 CHF | 161 362 CHF | 100,00% | 100,00% |
15/11/2024 | 4,09% | 32,40 % | 33,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 167 058 CHF | 174 026 CHF | 99,04% | 99,04% |
14/11/2024 | 3,91% | 35,30 % | 36,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 175 637 CHF | 182 647 CHF | 99,10% | 99,10% |
13/11/2024 | 4,01% | 33,60 % | 35,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 167 202 CHF | 174 037 CHF | 99,67% | 99,67% |
12/11/2024 | 2,73% | 34,10 % | 35,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 181 205 CHF | 186 223 CHF | 93,51% | 93,51% |
11/11/2024 | 2,69% | 38,50 % | 39,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 188 278 CHF | 193 410 CHF | 100,00% | 100,00% |
08/11/2024 | 2,76% | 40,10 % | 41,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 192 375 CHF | 197 761 CHF | 100,00% | 100,00% |
07/11/2024 | 2,68% | 37,40 % | 38,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 192 382 CHF | 197 614 CHF | 73,71% | 73,71% |