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 | 2.69% | 36.15 % | 37.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,718 CHF | 37,718 CHF | 98.15% | 98.15% |
19/11/2024 | 2.67% | 36.95 % | 37.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,975 CHF | 37,975 CHF | 93.72% | 93.72% |
18/11/2024 | 2.67% | 36.95 % | 37.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,004 CHF | 38,004 CHF | 80.75% | 80.75% |
15/11/2024 | 2.63% | 37.20 % | 38.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,474 CHF | 38,474 CHF | 93.80% | 93.80% |
14/11/2024 | 2.63% | 37.80 % | 38.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,551 CHF | 38,551 CHF | 63.19% | 63.19% |
13/11/2024 | 2.60% | 37.05 % | 38.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,917 CHF | 38,917 CHF | 63.40% | 63.40% |
12/11/2024 | 2.48% | 39.90 % | 40.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,866 CHF | 40,866 CHF | 18.39% | 18.39% |
11/11/2024 | 2.21% | 44.80 % | 45.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,789 CHF | 45,789 CHF | 81.45% | 81.45% |
08/11/2024 | 2.24% | 44.05 % | 45.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,051 CHF | 45,051 CHF | 86.88% | 86.88% |
07/11/2024 | 2.20% | 44.60 % | 45.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,858 CHF | 45,858 CHF | 99.16% | 99.16% |