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 | 1.99% | 49.60 % | 50.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,701 CHF | 50,701 CHF | 98.15% | 98.15% |
19/11/2024 | 1.98% | 50.20 % | 51.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,131 CHF | 51,131 CHF | 93.72% | 93.72% |
18/11/2024 | 1.92% | 51.35 % | 52.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,590 CHF | 52,590 CHF | 70.73% | 70.73% |
15/11/2024 | 1.93% | 51.45 % | 52.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,266 CHF | 52,266 CHF | 88.20% | 88.20% |
14/11/2024 | 1.97% | 50.70 % | 51.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,357 CHF | 51,357 CHF | 65.05% | 65.05% |
13/11/2024 | 2.02% | 49.40 % | 50.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,125 CHF | 50,125 CHF | 74.74% | 74.74% |
12/11/2024 | 2.02% | 48.70 % | 49.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,037 CHF | 50,037 CHF | 49.39% | 49.39% |
11/11/2024 | 1.95% | 50.65 % | 51.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,653 CHF | 51,653 CHF | 79.58% | 79.58% |
08/11/2024 | 1.95% | 50.00 % | 51.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,800 CHF | 51,800 CHF | 76.00% | 76.00% |
07/11/2024 | 1.82% | 54.50 % | 55.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,329 CHF | 55,329 CHF | 99.16% | 99.16% |