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 | 1.28% | 77.25 % | 78.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,461 CHF | 78,461 CHF | 97.92% | 97.92% |
19/11/2024 | 1.30% | 76.55 % | 77.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,177 CHF | 77,177 CHF | 93.71% | 93.71% |
18/11/2024 | 1.30% | 76.85 % | 77.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,353 CHF | 77,353 CHF | 78.45% | 78.45% |
15/11/2024 | 1.28% | 76.35 % | 77.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,392 CHF | 78,392 CHF | 84.63% | 84.63% |
14/11/2024 | 1.26% | 78.60 % | 79.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,646 CHF | 79,646 CHF | 63.60% | 63.60% |
13/11/2024 | 1.26% | 78.95 % | 79.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,014 CHF | 80,014 CHF | 73.41% | 73.41% |
12/11/2024 | 1.25% | 79.15 % | 80.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,349 CHF | 80,349 CHF | 35.95% | 35.95% |
11/11/2024 | 1.23% | 80.75 % | 81.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,006 CHF | 82,006 CHF | 25.22% | 25.22% |
08/11/2024 | 1.23% | 80.25 % | 81.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,685 CHF | 81,685 CHF | 87.02% | 87.02% |
07/11/2024 | 1.21% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,957 CHF | 82,957 CHF | 57.25% | 57.25% |