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 | 2,48% | 39,15 % | 40,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 39 840 CHF | 40 840 CHF | 98,15% | 98,15% |
19/11/2024 | 2,46% | 40,20 % | 41,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 138 CHF | 41 138 CHF | 93,72% | 93,72% |
18/11/2024 | 2,46% | 40,10 % | 41,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 152 CHF | 41 152 CHF | 79,96% | 79,96% |
15/11/2024 | 2,43% | 40,40 % | 41,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 694 CHF | 41 694 CHF | 93,42% | 93,42% |
14/11/2024 | 2,42% | 41,10 % | 42,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 40 791 CHF | 41 791 CHF | 63,42% | 63,42% |
13/11/2024 | 2,40% | 40,20 % | 41,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 41 241 CHF | 42 241 CHF | 61,46% | 61,46% |
12/11/2024 | 2,28% | 43,45 % | 44,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 392 CHF | 44 392 CHF | 17,60% | 17,60% |
11/11/2024 | 2,02% | 48,95 % | 49,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 985 CHF | 49 985 CHF | 77,80% | 77,80% |
08/11/2024 | 2,06% | 48,10 % | 49,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 48 135 CHF | 49 135 CHF | 86,95% | 86,95% |
07/11/2024 | 2,02% | 48,85 % | 49,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 49 071 CHF | 50 071 CHF | 99,16% | 99,16% |