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 | 1,16% | 85,37 % | 86,37 % | 70 000 | 70 000 | 70 000 | 70 000 | 60 187 CHF | 60 887 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 86,22 % | 87,22 % | 70 000 | 70 000 | 70 000 | 70 000 | 59 894 CHF | 60 594 CHF | 55,30% | 55,30% |
18/11/2024 | 1,14% | 87,16 % | 88,16 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 205 CHF | 61 905 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 87,78 % | 88,78 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 658 CHF | 62 358 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 87,22 % | 88,22 % | 70 000 | 70 000 | 70 000 | 70 000 | 60 716 CHF | 61 416 CHF | 81,38% | 81,38% |
13/11/2024 | 1,14% | 86,84 % | 87,84 % | 70 000 | 70 000 | 70 000 | 70 000 | 60 874 CHF | 61 574 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 87,49 % | 88,49 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 766 CHF | 62 466 CHF | 97,85% | 97,85% |
11/11/2024 | 1,09% | 91,14 % | 92,14 % | 70 000 | 70 000 | 70 000 | 70 000 | 63 905 CHF | 64 605 CHF | 99,86% | 99,86% |
08/11/2024 | 1,10% | 90,05 % | 91,05 % | 70 000 | 70 000 | 70 000 | 70 000 | 63 344 CHF | 64 044 CHF | 97,13% | 97,13% |
07/11/2024 | 1,08% | 92,12 % | 93,12 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 523 CHF | 65 223 CHF | 100,00% | 100,00% |