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 | 2,65% | 36,65 % | 37,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 224 CHF | 38 224 CHF | 98,15% | 98,15% |
19/11/2024 | 2,63% | 37,50 % | 38,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 491 CHF | 38 491 CHF | 93,72% | 93,72% |
18/11/2024 | 2,63% | 37,45 % | 38,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 510 CHF | 38 510 CHF | 70,97% | 70,97% |
15/11/2024 | 2,60% | 37,70 % | 38,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 999 CHF | 38 999 CHF | 92,83% | 92,83% |
14/11/2024 | 2,57% | 38,35 % | 39,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 38 440 CHF | 39 440 CHF | 28,78% | 28,78% |
13/11/2024 | 2,57% | 37,60 % | 38,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 38 463 CHF | 39 463 CHF | 63,50% | 63,50% |
12/11/2024 | 2,44% | 40,45 % | 41,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 414 CHF | 41 414 CHF | 18,39% | 18,39% |
11/11/2024 | 2,18% | 45,30 % | 46,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 45 336 CHF | 46 336 CHF | 80,25% | 80,25% |
08/11/2024 | 2,22% | 44,60 % | 45,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 44 604 CHF | 45 604 CHF | 87,26% | 87,26% |
07/11/2024 | 2,18% | 45,15 % | 46,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 45 413 CHF | 46 413 CHF | 97,51% | 97,51% |