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 | 2.48% | 39.15 % | 40.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,840 CHF | 40,840 CHF | 98.15% | 98.15% |
19/11/2024 | 2.46% | 40.20 % | 41.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,138 CHF | 41,138 CHF | 93.72% | 93.72% |
18/11/2024 | 2.46% | 40.10 % | 41.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,152 CHF | 41,152 CHF | 79.96% | 79.96% |
15/11/2024 | 2.43% | 40.40 % | 41.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,694 CHF | 41,694 CHF | 93.42% | 93.42% |
14/11/2024 | 2.42% | 41.10 % | 42.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,791 CHF | 41,791 CHF | 63.42% | 63.42% |
13/11/2024 | 2.40% | 40.20 % | 41.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,241 CHF | 42,241 CHF | 61.46% | 61.46% |
12/11/2024 | 2.28% | 43.45 % | 44.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,392 CHF | 44,392 CHF | 17.60% | 17.60% |
11/11/2024 | 2.02% | 48.95 % | 49.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 48,985 CHF | 49,985 CHF | 77.80% | 77.80% |
08/11/2024 | 2.06% | 48.10 % | 49.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 48,135 CHF | 49,135 CHF | 86.95% | 86.95% |
07/11/2024 | 2.02% | 48.85 % | 49.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,071 CHF | 50,071 CHF | 99.16% | 99.16% |