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 | 1,44% | 69,60 % | 70,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 916 CHF | 69 916 CHF | 98,15% | 98,15% |
19/11/2024 | 1,41% | 69,75 % | 70,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 70 198 CHF | 71 198 CHF | 93,71% | 93,71% |
18/11/2024 | 1,36% | 71,40 % | 72,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 895 CHF | 73 895 CHF | 78,44% | 78,44% |
15/11/2024 | 1,33% | 73,60 % | 74,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 572 CHF | 75 572 CHF | 88,10% | 88,10% |
14/11/2024 | 1,33% | 75,15 % | 76,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 74 649 CHF | 75 649 CHF | 29,30% | 29,30% |
13/11/2024 | 1,36% | 74,30 % | 75,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 73 042 CHF | 74 042 CHF | 75,05% | 75,05% |
12/11/2024 | 1,37% | 72,50 % | 73,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 72 607 CHF | 73 607 CHF | 50,46% | 50,46% |
11/11/2024 | 1,40% | 72,10 % | 73,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 128 CHF | 72 128 CHF | 80,19% | 80,19% |
08/11/2024 | 1,38% | 71,35 % | 72,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 807 CHF | 72 807 CHF | 86,80% | 86,80% |
07/11/2024 | 1,38% | 72,00 % | 73,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 71 884 CHF | 72 884 CHF | 97,20% | 97,20% |