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 | 1,13% | 88,37 % | 89,37 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 844 CHF | 62 544 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 87,89 % | 88,89 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 608 CHF | 62 308 CHF | 55,30% | 55,30% |
18/11/2024 | 1,12% | 89,05 % | 90,05 % | 70 000 | 70 000 | 70 000 | 70 000 | 62 122 CHF | 62 822 CHF | 100,00% | 100,00% |
15/11/2024 | 1,10% | 89,47 % | 90,47 % | 70 000 | 70 000 | 70 000 | 70 000 | 63 256 CHF | 63 956 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 91,64 % | 92,64 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 208 CHF | 64 908 CHF | 81,38% | 81,38% |
13/11/2024 | 1,09% | 90,82 % | 91,82 % | 70 000 | 70 000 | 70 000 | 70 000 | 63 639 CHF | 64 339 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 91,28 % | 92,28 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 500 CHF | 65 200 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 92,98 % | 93,98 % | 70 000 | 70 000 | 70 000 | 70 000 | 65 288 CHF | 65 988 CHF | 99,86% | 99,86% |
08/11/2024 | 1,07% | 92,55 % | 93,55 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 959 CHF | 65 659 CHF | 97,13% | 97,13% |
07/11/2024 | 1,07% | 93,19 % | 94,19 % | 70 000 | 70 000 | 70 000 | 70 000 | 65 377 CHF | 66 077 CHF | 100,00% | 100,00% |