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 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 57.28% | 57.28% |
19/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 81.09% | 81.09% |
18/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 99.43% | 99.43% |
15/11/2024 | 0.70% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,500 CHF | 83.10% | 83.10% |
14/11/2024 | 0.73% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,781 CHF | 100,509 CHF | 5.97% | 5.97% |
13/11/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 43.76% | 43.76% |
12/11/2024 | 0.75% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,749 CHF | 100,500 CHF | 56.89% | 56.89% |
11/11/2024 | 0.70% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,897 CHF | 100,600 CHF | 39.58% | 39.58% |
08/11/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 CHF | 100,700 CHF | 29.23% | 29.23% |
07/11/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 CHF | 100,700 CHF | 61.11% | 61.11% |