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 | 1,22% | 80,90 % | 81,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 689 CHF | 82 689 CHF | 98,15% | 98,15% |
19/11/2024 | 1,22% | 81,90 % | 82,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 708 CHF | 82 708 CHF | 93,70% | 93,70% |
18/11/2024 | 1,21% | 82,45 % | 83,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 239 CHF | 83 239 CHF | 75,53% | 75,53% |
15/11/2024 | 1,16% | 84,05 % | 85,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 449 CHF | 86 449 CHF | 92,32% | 92,32% |
14/11/2024 | 1,14% | 87,20 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 163 CHF | 88 163 CHF | 65,64% | 65,64% |
13/11/2024 | 1,15% | 86,20 % | 87,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 423 CHF | 87 423 CHF | 75,44% | 75,44% |
12/11/2024 | 1,13% | 87,30 % | 88,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 879 CHF | 88 879 CHF | 51,41% | 51,41% |
11/11/2024 | 1,12% | 88,65 % | 89,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 924 CHF | 89 924 CHF | 79,29% | 79,29% |
08/11/2024 | 1,13% | 88,15 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 971 CHF | 88 971 CHF | 86,99% | 86,99% |
07/11/2024 | 1,13% | 88,15 % | 89,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 133 CHF | 89 133 CHF | 99,16% | 99,16% |