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 | 2.47% | 39.30 % | 40.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,958 CHF | 40,958 CHF | 98.15% | 98.15% |
19/11/2024 | 2.45% | 40.25 % | 41.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,257 CHF | 41,257 CHF | 93.72% | 93.72% |
18/11/2024 | 2.45% | 40.20 % | 41.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,276 CHF | 41,276 CHF | 80.89% | 80.89% |
15/11/2024 | 2.42% | 40.50 % | 41.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,826 CHF | 41,826 CHF | 92.76% | 92.76% |
14/11/2024 | 2.42% | 41.20 % | 42.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,892 CHF | 41,892 CHF | 65.44% | 65.44% |
13/11/2024 | 2.39% | 40.35 % | 41.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,345 CHF | 42,345 CHF | 63.06% | 63.06% |
12/11/2024 | 2.27% | 43.55 % | 44.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,513 CHF | 44,513 CHF | 17.59% | 17.59% |
11/11/2024 | 2.02% | 49.10 % | 50.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,105 CHF | 50,105 CHF | 80.20% | 80.20% |
08/11/2024 | 2.05% | 48.25 % | 49.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 48,279 CHF | 49,279 CHF | 87.15% | 87.15% |
07/11/2024 | 2.01% | 48.90 % | 49.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,195 CHF | 50,195 CHF | 99.16% | 99.16% |