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 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 CHF | 100,252 CHF | 98.15% | 98.15% |
19/11/2024 | 1.02% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,242 CHF | 100,261 CHF | 93.72% | 93.72% |
18/11/2024 | 1.01% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,291 CHF | 100,300 CHF | 71.37% | 71.37% |
15/11/2024 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,266 CHF | 100,259 CHF | 88.39% | 88.39% |
14/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,291 CHF | 100,283 CHF | 63.20% | 63.20% |
13/11/2024 | 1.02% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,276 CHF | 100,290 CHF | 75.77% | 75.77% |
12/11/2024 | 0.98% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,210 CHF | 100,189 CHF | 51.41% | 51.41% |
11/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,245 CHF | 100,245 CHF | 80.26% | 80.26% |
08/11/2024 | 1.02% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,285 CHF | 100,300 CHF | 86.92% | 86.92% |
07/11/2024 | 1.01% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,357 CHF | 100,363 CHF | 99.16% | 99.16% |