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 | 2,45% | 64,50 % | 65,00 % | 500 000 | 500 000 | 146 403 | 146 403 | 95 091 CHF | 96 379 CHF | 99,64% | 99,64% |
19/11/2024 | 2,41% | 66,70 % | 67,20 % | 500 000 | 500 000 | 147 293 | 147 293 | 98 288 CHF | 99 579 CHF | 100,00% | 100,00% |
18/11/2024 | 2,46% | 68,20 % | 68,70 % | 500 000 | 500 000 | 146 871 | 146 871 | 98 311 CHF | 99 600 CHF | 99,78% | 99,78% |
15/11/2024 | 2,43% | 64,20 % | 64,70 % | 500 000 | 500 000 | 147 243 | 147 243 | 96 401 CHF | 97 692 CHF | 100,00% | 100,00% |
14/11/2024 | 2,33% | 67,70 % | 68,20 % | 500 000 | 500 000 | 145 891 | 145 891 | 99 929 CHF | 101 213 CHF | 99,10% | 99,10% |
13/11/2024 | 2,40% | 70,80 % | 71,30 % | 500 000 | 500 000 | 140 339 | 140 339 | 98 989 CHF | 100 190 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 68,90 % | 69,40 % | 500 000 | 500 000 | 143 255 | 143 255 | 100 712 CHF | 101 963 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 72,90 % | 73,40 % | 500 000 | 500 000 | 144 717 | 144 717 | 102 888 CHF | 104 169 CHF | 99,87% | 99,87% |
08/11/2024 | 2,37% | 68,40 % | 68,90 % | 500 000 | 500 000 | 137 445 | 137 445 | 96 481 CHF | 97 640 CHF | 100,00% | 100,00% |
07/11/2024 | 2,37% | 70,40 % | 70,90 % | 500 000 | 500 000 | 144 154 | 144 154 | 100 414 CHF | 101 676 CHF | 99,24% | 99,24% |