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 | 2.65% | 36.65 % | 37.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,224 CHF | 38,224 CHF | 98.15% | 98.15% |
19/11/2024 | 2.63% | 37.50 % | 38.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,491 CHF | 38,491 CHF | 93.72% | 93.72% |
18/11/2024 | 2.63% | 37.45 % | 38.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,510 CHF | 38,510 CHF | 70.97% | 70.97% |
15/11/2024 | 2.60% | 37.70 % | 38.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,999 CHF | 38,999 CHF | 92.83% | 92.83% |
14/11/2024 | 2.57% | 38.35 % | 39.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,440 CHF | 39,440 CHF | 28.78% | 28.78% |
13/11/2024 | 2.57% | 37.60 % | 38.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,463 CHF | 39,463 CHF | 63.50% | 63.50% |
12/11/2024 | 2.44% | 40.45 % | 41.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,414 CHF | 41,414 CHF | 18.39% | 18.39% |
11/11/2024 | 2.18% | 45.30 % | 46.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,336 CHF | 46,336 CHF | 80.25% | 80.25% |
08/11/2024 | 2.22% | 44.60 % | 45.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,604 CHF | 45,604 CHF | 87.26% | 87.26% |
07/11/2024 | 2.18% | 45.15 % | 46.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,413 CHF | 46,413 CHF | 97.51% | 97.51% |