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 | 0,62% | 79,38 % | 79,88 % | 300 000 | 300 000 | 300 000 | 300 000 | 239 451 CHF | 240 951 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 78,69 % | 79,19 % | 300 000 | 300 000 | 300 000 | 300 000 | 233 658 CHF | 235 158 CHF | 89,28% | 89,28% |
18/11/2024 | 0,62% | 81,22 % | 81,72 % | 300 000 | 300 000 | 300 000 | 300 000 | 241 603 CHF | 243 103 CHF | 99,66% | 99,66% |
15/11/2024 | 0,61% | 82,21 % | 82,71 % | 300 000 | 300 000 | 300 000 | 300 000 | 246 667 CHF | 248 167 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 82,03 % | 82,53 % | 300 000 | 300 000 | 300 000 | 300 000 | 243 171 CHF | 244 671 CHF | 46,69% | 46,69% |
13/11/2024 | 0,61% | 81,25 % | 81,75 % | 300 000 | 300 000 | 300 000 | 300 000 | 243 939 CHF | 245 439 CHF | 87,92% | 87,92% |
12/11/2024 | 0,60% | 81,95 % | 82,45 % | 300 000 | 300 000 | 300 000 | 300 000 | 247 588 CHF | 249 088 CHF | 98,73% | 98,73% |
11/11/2024 | 0,58% | 86,93 % | 87,43 % | 300 000 | 300 000 | 300 000 | 300 000 | 258 828 CHF | 260 328 CHF | 14,41% | 14,41% |
08/11/2024 | 0,61% | 84,50 % | 85,00 % | 300 000 | 300 000 | 300 000 | 300 000 | 244 436 CHF | 245 936 CHF | 96,77% | 96,77% |
07/11/2024 | 0,58% | 86,53 % | 87,03 % | 300 000 | 300 000 | 300 000 | 300 000 | 256 370 CHF | 257 870 CHF | 100,00% | 100,00% |