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 | 1,28% | 77,25 % | 78,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 461 CHF | 78 461 CHF | 97,92% | 97,92% |
19/11/2024 | 1,30% | 76,55 % | 77,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 177 CHF | 77 177 CHF | 93,71% | 93,71% |
18/11/2024 | 1,30% | 76,85 % | 77,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 353 CHF | 77 353 CHF | 78,45% | 78,45% |
15/11/2024 | 1,28% | 76,35 % | 77,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 392 CHF | 78 392 CHF | 84,63% | 84,63% |
14/11/2024 | 1,26% | 78,60 % | 79,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 646 CHF | 79 646 CHF | 63,60% | 63,60% |
13/11/2024 | 1,26% | 78,95 % | 79,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 014 CHF | 80 014 CHF | 73,41% | 73,41% |
12/11/2024 | 1,25% | 79,15 % | 80,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 79 349 CHF | 80 349 CHF | 35,95% | 35,95% |
11/11/2024 | 1,23% | 80,75 % | 81,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 006 CHF | 82 006 CHF | 25,22% | 25,22% |
08/11/2024 | 1,23% | 80,25 % | 81,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 685 CHF | 81 685 CHF | 87,02% | 87,02% |
07/11/2024 | 1,21% | 81,35 % | 82,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 957 CHF | 82 957 CHF | 57,25% | 57,25% |