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 | 2,69% | 36,15 % | 37,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 718 CHF | 37 718 CHF | 98,15% | 98,15% |
19/11/2024 | 2,67% | 36,95 % | 37,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 975 CHF | 37 975 CHF | 93,72% | 93,72% |
18/11/2024 | 2,67% | 36,95 % | 37,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 004 CHF | 38 004 CHF | 80,75% | 80,75% |
15/11/2024 | 2,63% | 37,20 % | 38,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 474 CHF | 38 474 CHF | 93,80% | 93,80% |
14/11/2024 | 2,63% | 37,80 % | 38,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 551 CHF | 38 551 CHF | 63,19% | 63,19% |
13/11/2024 | 2,60% | 37,05 % | 38,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 917 CHF | 38 917 CHF | 63,40% | 63,40% |
12/11/2024 | 2,48% | 39,90 % | 40,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 39 866 CHF | 40 866 CHF | 18,39% | 18,39% |
11/11/2024 | 2,21% | 44,80 % | 45,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 44 789 CHF | 45 789 CHF | 81,45% | 81,45% |
08/11/2024 | 2,24% | 44,05 % | 45,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 44 051 CHF | 45 051 CHF | 86,88% | 86,88% |
07/11/2024 | 2,20% | 44,60 % | 45,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 44 858 CHF | 45 858 CHF | 99,16% | 99,16% |