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 | 0.80% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,500 CHF | 96.48% | 96.48% |
19/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 97.98% | 97.98% |
18/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 96.34% | 96.34% |
15/11/2024 | 0.70% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,500 CHF | 86.86% | 86.86% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,600 CHF | 64.02% | 64.02% |
13/11/2024 | 0.80% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,600 CHF | 17.23% | 17.23% |
12/11/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 51.19% | 51.19% |
11/11/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 94.51% | 94.51% |
08/11/2024 | 0.70% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,600 CHF | 48.76% | 48.76% |
07/11/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,700 CHF | 73.75% | 73.75% |