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 | 1,27% | 78,35 % | 79,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 321 CHF | 79 321 CHF | 98,15% | 98,15% |
19/11/2024 | 1,29% | 77,80 % | 78,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 139 CHF | 78 139 CHF | 93,71% | 93,71% |
18/11/2024 | 1,30% | 76,75 % | 77,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 240 CHF | 77 240 CHF | 77,88% | 77,88% |
15/11/2024 | 1,31% | 75,75 % | 76,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 770 CHF | 76 770 CHF | 93,75% | 93,75% |
14/11/2024 | 1,29% | 76,75 % | 77,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 77 010 CHF | 78 010 CHF | 63,29% | 63,29% |
13/11/2024 | 1,26% | 78,60 % | 79,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 78 950 CHF | 79 950 CHF | 74,60% | 74,60% |
12/11/2024 | 1,24% | 79,00 % | 80,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 413 CHF | 81 413 CHF | 50,58% | 50,58% |
11/11/2024 | 1,21% | 81,20 % | 82,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 001 CHF | 83 001 CHF | 78,76% | 78,76% |
08/11/2024 | 1,22% | 81,35 % | 82,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 249 CHF | 82 249 CHF | 86,91% | 86,91% |
07/11/2024 | 1,24% | 81,30 % | 82,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 80 291 CHF | 81 291 CHF | 99,16% | 99,16% |