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 | 1.02% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,039 CHF | 100,050 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,001 CHF | 99,997 CHF | 93.72% | 93.72% |
18/11/2024 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,067 CHF | 100,089 CHF | 71.87% | 71.87% |
15/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,002 CHF | 100,000 CHF | 88.41% | 88.41% |
14/11/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,030 CHF | 100,034 CHF | 63.28% | 63.28% |
13/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,977 CHF | 99,980 CHF | 75.77% | 75.77% |
12/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,852 CHF | 99,851 CHF | 50.30% | 50.30% |
11/11/2024 | 1.00% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,911 CHF | 99,909 CHF | 77.74% | 77.74% |
08/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,884 CHF | 99,884 CHF | 86.91% | 86.91% |
07/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,011 CHF | 100,010 CHF | 99.16% | 99.16% |