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 | 2,44% | 39,90 % | 40,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 545 CHF | 41 545 CHF | 98,15% | 98,15% |
19/11/2024 | 2,42% | 40,80 % | 41,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 823 CHF | 41 823 CHF | 93,72% | 93,72% |
18/11/2024 | 2,42% | 40,80 % | 41,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 848 CHF | 41 848 CHF | 70,23% | 70,23% |
15/11/2024 | 2,39% | 41,05 % | 42,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 41 372 CHF | 42 372 CHF | 93,19% | 93,19% |
14/11/2024 | 2,36% | 41,75 % | 42,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 41 833 CHF | 42 833 CHF | 29,19% | 29,19% |
13/11/2024 | 2,36% | 40,95 % | 41,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 41 868 CHF | 42 868 CHF | 63,22% | 63,22% |
12/11/2024 | 2,25% | 43,95 % | 44,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 928 CHF | 44 928 CHF | 17,58% | 17,58% |
11/11/2024 | 2,01% | 49,15 % | 50,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 184 CHF | 50 184 CHF | 61,20% | 61,20% |
08/11/2024 | 2,05% | 48,40 % | 49,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 391 CHF | 49 391 CHF | 86,86% | 86,86% |
07/11/2024 | 2,01% | 49,00 % | 50,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 250 CHF | 50 250 CHF | 98,08% | 98,08% |