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 | 0.95% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,500 CHF | 98.15% | 98.15% |
19/11/2024 | 1.05% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,600 CHF | 93.72% | 93.72% |
18/11/2024 | 1.03% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,567 CHF | 100,600 CHF | 70.55% | 70.55% |
15/11/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,572 CHF | 100,600 CHF | 87.93% | 87.93% |
14/11/2024 | 0.98% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,615 CHF | 100,600 CHF | 63.27% | 63.27% |
13/11/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,678 CHF | 100,656 CHF | 74.90% | 74.90% |
12/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 51.23% | 51.23% |
11/11/2024 | 0.95% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,700 CHF | 61.84% | 61.84% |
08/11/2024 | 0.96% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,748 CHF | 100,710 CHF | 86.96% | 86.96% |
07/11/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,791 CHF | 100,800 CHF | 99.16% | 99.16% |