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 | 4,22% | 41,80 % | 43,60 % | 250 000 | 250 000 | 72 137 | 72 137 | 30 202 CHF | 31 500 CHF | 97,23% | 97,23% |
19/11/2024 | 4,03% | 43,30 % | 45,10 % | 250 000 | 250 000 | 73 243 | 73 243 | 31 898 CHF | 33 218 CHF | 100,00% | 100,00% |
18/11/2024 | 4,10% | 44,00 % | 45,80 % | 250 000 | 250 000 | 73 135 | 73 519 | 31 759 CHF | 33 250 CHF | 100,00% | 100,00% |
15/11/2024 | 4,06% | 42,50 % | 44,30 % | 250 000 | 250 000 | 70 956 | 70 956 | 30 810 CHF | 32 093 CHF | 100,00% | 100,00% |
14/11/2024 | 3,73% | 47,30 % | 49,10 % | 250 000 | 250 000 | 73 961 | 73 961 | 34 666 CHF | 35 998 CHF | 100,00% | 100,00% |
13/11/2024 | 3,63% | 48,10 % | 49,90 % | 250 000 | 250 000 | 74 061 | 74 061 | 35 716 CHF | 37 049 CHF | 100,00% | 100,00% |
12/11/2024 | 3,64% | 48,50 % | 50,30 % | 250 000 | 250 000 | 74 116 | 74 116 | 36 183 CHF | 37 517 CHF | 100,00% | 100,00% |
11/11/2024 | 3,44% | 49,80 % | 51,60 % | 250 000 | 250 000 | 72 344 | 72 344 | 37 081 CHF | 38 387 CHF | 100,00% | 100,00% |
08/11/2024 | 1,67% | 59,30 % | 60,30 % | 25 000 | 250 000 | 25 000 | 232 559 | 14 825 CHF | 140 233 CHF | 92,24% | 92,24% |
07/11/2024 | 3,02% | 58,50 % | 60,30 % | 250 000 | 141 000 | 75 478 | 130 010 | 44 423 CHF | 78 666 CHF | 97,97% | 97,97% |