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 | 2,25% | 79,00 % | 80,80 % | 250 000 | 250 000 | 71 455 | 71 455 | 56 624 CHF | 57 910 CHF | 98,59% | 98,59% |
19/11/2024 | 2,29% | 79,10 % | 80,90 % | 250 000 | 250 000 | 72 776 | 72 776 | 57 614 CHF | 58 928 CHF | 100,00% | 100,00% |
18/11/2024 | 2,29% | 79,20 % | 81,00 % | 250 000 | 250 000 | 73 157 | 73 157 | 57 520 CHF | 58 840 CHF | 100,00% | 100,00% |
15/11/2024 | 2,23% | 79,90 % | 81,70 % | 250 000 | 250 000 | 73 603 | 73 603 | 59 077 CHF | 60 403 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 79,20 % | 81,00 % | 250 000 | 250 000 | 73 437 | 73 437 | 58 073 CHF | 59 397 CHF | 100,00% | 100,00% |
13/11/2024 | 2,28% | 79,20 % | 81,00 % | 250 000 | 250 000 | 73 293 | 73 293 | 57 881 CHF | 59 202 CHF | 100,00% | 100,00% |
12/11/2024 | 2,23% | 79,20 % | 81,00 % | 250 000 | 250 000 | 73 791 | 73 791 | 58 848 CHF | 60 177 CHF | 100,00% | 100,00% |
11/11/2024 | 2,19% | 81,10 % | 82,90 % | 250 000 | 250 000 | 73 601 | 73 601 | 59 728 CHF | 61 055 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 81,30 % | 83,10 % | 250 000 | 250 000 | 73 703 | 73 703 | 60 452 CHF | 61 779 CHF | 100,00% | 100,00% |
07/11/2024 | 1,18% | 84,80 % | 85,80 % | 500 000 | 500 000 | 147 470 | 147 470 | 125 446 CHF | 126 924 CHF | 100,00% | 100,00% |