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 | 1.65% | 60.10 % | 61.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,225 CHF | 61,225 CHF | 98.15% | 98.15% |
19/11/2024 | 1.63% | 60.85 % | 61.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,752 CHF | 61,752 CHF | 93.72% | 93.72% |
18/11/2024 | 1.59% | 62.25 % | 63.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,572 CHF | 63,572 CHF | 80.91% | 80.91% |
15/11/2024 | 1.60% | 62.50 % | 63.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,168 CHF | 63,168 CHF | 92.97% | 92.97% |
14/11/2024 | 1.62% | 61.50 % | 62.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,045 CHF | 62,045 CHF | 65.27% | 65.27% |
13/11/2024 | 1.67% | 59.85 % | 60.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,551 CHF | 60,551 CHF | 74.59% | 74.59% |
12/11/2024 | 1.67% | 59.00 % | 60.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,450 CHF | 60,450 CHF | 49.41% | 49.41% |
11/11/2024 | 1.61% | 61.45 % | 62.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,454 CHF | 62,454 CHF | 79.83% | 79.83% |
08/11/2024 | 1.61% | 60.70 % | 61.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,646 CHF | 62,646 CHF | 75.84% | 75.84% |
07/11/2024 | 1.50% | 66.25 % | 67.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,982 CHF | 66,982 CHF | 99.16% | 99.16% |