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 | 1.86% | 52.50 % | 53.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,309 CHF | 54,309 CHF | 98.15% | 98.15% |
19/11/2024 | 1.85% | 53.65 % | 54.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,668 CHF | 54,668 CHF | 93.72% | 93.72% |
18/11/2024 | 1.85% | 53.65 % | 54.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,689 CHF | 54,689 CHF | 68.57% | 68.57% |
15/11/2024 | 1.82% | 53.95 % | 54.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,365 CHF | 55,365 CHF | 92.90% | 92.90% |
14/11/2024 | 1.82% | 54.85 % | 55.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,448 CHF | 55,448 CHF | 63.59% | 63.59% |
13/11/2024 | 1.80% | 53.80 % | 54.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,015 CHF | 56,015 CHF | 63.06% | 63.06% |
12/11/2024 | 1.72% | 57.75 % | 58.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,717 CHF | 58,717 CHF | 18.41% | 18.41% |
11/11/2024 | 1.54% | 64.45 % | 65.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,487 CHF | 65,487 CHF | 77.61% | 77.61% |
08/11/2024 | 1.56% | 63.45 % | 64.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,475 CHF | 64,475 CHF | 87.09% | 87.09% |
07/11/2024 | 1.54% | 64.30 % | 65.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,601 CHF | 65,601 CHF | 99.16% | 99.16% |