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 | 1.92% | 35.23 % | 35.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 54,050 CHF | 55,100 CHF | 100.00% | 100.00% |
19/11/2024 | 1.89% | 36.79 % | 37.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 55,011 CHF | 56,061 CHF | 89.38% | 89.38% |
18/11/2024 | 1.89% | 36.54 % | 37.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 55,083 CHF | 56,133 CHF | 99.62% | 99.62% |
15/11/2024 | 1.80% | 37.80 % | 38.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 57,702 CHF | 58,752 CHF | 34.43% | 34.43% |
14/11/2024 | 1.73% | 40.20 % | 40.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 60,102 CHF | 61,152 CHF | 100.00% | 100.00% |
13/11/2024 | 1.79% | 38.88 % | 39.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 58,189 CHF | 59,239 CHF | 80.05% | 80.05% |
12/11/2024 | 1.70% | 39.15 % | 39.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 61,316 CHF | 62,366 CHF | 92.05% | 92.05% |
11/11/2024 | 1.66% | 42.47 % | 43.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,782 CHF | 63,832 CHF | 99.74% | 99.74% |
08/11/2024 | 1.63% | 43.81 % | 44.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 64,064 CHF | 65,114 CHF | 99.85% | 99.85% |
07/11/2024 | 1.63% | 41.31 % | 42.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,782 CHF | 64,832 CHF | 71.42% | 71.42% |