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 | 0.96% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,436 CHF | 100,400 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,408 CHF | 100,400 CHF | 93.72% | 93.72% |
18/11/2024 | 0.97% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,451 CHF | 100,422 CHF | 70.19% | 70.19% |
15/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,463 CHF | 100,466 CHF | 88.35% | 88.35% |
14/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,488 CHF | 100,500 CHF | 63.25% | 63.25% |
13/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,540 CHF | 100,546 CHF | 74.10% | 74.10% |
12/11/2024 | 0.96% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,514 CHF | 51.24% | 51.24% |
11/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 79.13% | 79.13% |
08/11/2024 | 0.98% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,555 CHF | 100,534 CHF | 86.80% | 86.80% |
07/11/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,580 CHF | 100,592 CHF | 99.16% | 99.16% |