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 | 1,92% | 35,23 % | 35,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 54 050 CHF | 55 100 CHF | 100,00% | 100,00% |
19/11/2024 | 1,89% | 36,79 % | 37,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 55 011 CHF | 56 061 CHF | 89,38% | 89,38% |
18/11/2024 | 1,89% | 36,54 % | 37,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 55 083 CHF | 56 133 CHF | 99,62% | 99,62% |
15/11/2024 | 1,80% | 37,80 % | 38,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 57 702 CHF | 58 752 CHF | 34,43% | 34,43% |
14/11/2024 | 1,73% | 40,20 % | 40,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 60 102 CHF | 61 152 CHF | 100,00% | 100,00% |
13/11/2024 | 1,79% | 38,88 % | 39,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 58 189 CHF | 59 239 CHF | 80,05% | 80,05% |
12/11/2024 | 1,70% | 39,15 % | 39,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 61 316 CHF | 62 366 CHF | 92,05% | 92,05% |
11/11/2024 | 1,66% | 42,47 % | 43,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 62 782 CHF | 63 832 CHF | 99,74% | 99,74% |
08/11/2024 | 1,63% | 43,81 % | 44,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 64 064 CHF | 65 114 CHF | 99,85% | 99,85% |
07/11/2024 | 1,63% | 41,31 % | 42,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 63 782 CHF | 64 832 CHF | 71,42% | 71,42% |