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 | 2,35% | 41,35 % | 42,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 42 005 CHF | 43 005 CHF | 98,15% | 98,15% |
19/11/2024 | 2,34% | 42,25 % | 43,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 42 290 CHF | 43 290 CHF | 93,72% | 93,72% |
18/11/2024 | 2,34% | 42,25 % | 43,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 42 322 CHF | 43 322 CHF | 80,02% | 80,02% |
15/11/2024 | 2,31% | 42,55 % | 43,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 42 852 CHF | 43 852 CHF | 92,58% | 92,58% |
14/11/2024 | 2,30% | 43,25 % | 44,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 42 910 CHF | 43 910 CHF | 65,20% | 65,20% |
13/11/2024 | 2,28% | 42,40 % | 43,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 358 CHF | 44 358 CHF | 63,24% | 63,24% |
12/11/2024 | 2,17% | 45,50 % | 46,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 45 492 CHF | 46 492 CHF | 17,68% | 17,68% |
11/11/2024 | 1,95% | 50,85 % | 51,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 878 CHF | 51 878 CHF | 80,21% | 80,21% |
08/11/2024 | 1,98% | 50,10 % | 51,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 077 CHF | 51 077 CHF | 86,86% | 86,86% |
07/11/2024 | 1,94% | 50,70 % | 51,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 964 CHF | 51 964 CHF | 99,16% | 99,16% |