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 | 2.35% | 41.35 % | 42.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,005 CHF | 43,005 CHF | 98.15% | 98.15% |
19/11/2024 | 2.34% | 42.25 % | 43.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,290 CHF | 43,290 CHF | 93.72% | 93.72% |
18/11/2024 | 2.34% | 42.25 % | 43.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,322 CHF | 43,322 CHF | 80.02% | 80.02% |
15/11/2024 | 2.31% | 42.55 % | 43.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,852 CHF | 43,852 CHF | 92.58% | 92.58% |
14/11/2024 | 2.30% | 43.25 % | 44.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,910 CHF | 43,910 CHF | 65.20% | 65.20% |
13/11/2024 | 2.28% | 42.40 % | 43.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,358 CHF | 44,358 CHF | 63.24% | 63.24% |
12/11/2024 | 2.17% | 45.50 % | 46.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,492 CHF | 46,492 CHF | 17.68% | 17.68% |
11/11/2024 | 1.95% | 50.85 % | 51.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,878 CHF | 51,878 CHF | 80.21% | 80.21% |
08/11/2024 | 1.98% | 50.10 % | 51.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,077 CHF | 51,077 CHF | 86.86% | 86.86% |
07/11/2024 | 1.94% | 50.70 % | 51.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,964 CHF | 51,964 CHF | 99.16% | 99.16% |