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 | 2.44% | 39.90 % | 40.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,545 CHF | 41,545 CHF | 98.15% | 98.15% |
19/11/2024 | 2.42% | 40.80 % | 41.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,823 CHF | 41,823 CHF | 93.72% | 93.72% |
18/11/2024 | 2.42% | 40.80 % | 41.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,848 CHF | 41,848 CHF | 70.23% | 70.23% |
15/11/2024 | 2.39% | 41.05 % | 42.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,372 CHF | 42,372 CHF | 93.19% | 93.19% |
14/11/2024 | 2.36% | 41.75 % | 42.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,833 CHF | 42,833 CHF | 29.19% | 29.19% |
13/11/2024 | 2.36% | 40.95 % | 41.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,868 CHF | 42,868 CHF | 63.22% | 63.22% |
12/11/2024 | 2.25% | 43.95 % | 44.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,928 CHF | 44,928 CHF | 17.58% | 17.58% |
11/11/2024 | 2.01% | 49.15 % | 50.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,184 CHF | 50,184 CHF | 61.20% | 61.20% |
08/11/2024 | 2.05% | 48.40 % | 49.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 48,391 CHF | 49,391 CHF | 86.86% | 86.86% |
07/11/2024 | 2.01% | 49.00 % | 50.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,250 CHF | 50,250 CHF | 98.08% | 98.08% |