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 | 1.38% | 71.75 % | 72.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,191 CHF | 73,191 CHF | 98.15% | 98.15% |
19/11/2024 | 1.35% | 73.65 % | 74.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,524 CHF | 74,524 CHF | 93.72% | 93.72% |
18/11/2024 | 1.28% | 77.05 % | 78.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,770 CHF | 78,770 CHF | 70.39% | 70.39% |
15/11/2024 | 1.30% | 77.45 % | 78.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,595 CHF | 77,595 CHF | 92.78% | 92.78% |
14/11/2024 | 1.33% | 74.90 % | 75.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,493 CHF | 75,493 CHF | 29.56% | 29.56% |
13/11/2024 | 1.43% | 70.15 % | 71.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,335 CHF | 70,335 CHF | 63.16% | 63.16% |
12/11/2024 | 1.43% | 69.10 % | 70.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,189 CHF | 70,189 CHF | 13.46% | 13.46% |
11/11/2024 | 1.34% | 74.25 % | 75.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,411 CHF | 75,411 CHF | 63.78% | 63.78% |
08/11/2024 | 1.33% | 72.50 % | 73.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,805 CHF | 75,805 CHF | 75.16% | 75.16% |
07/11/2024 | 1.20% | 83.60 % | 84.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,126 CHF | 84,126 CHF | 99.16% | 99.16% |