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 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,719 CHF | 99,719 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,536 CHF | 99,536 CHF | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,684 CHF | 99,684 CHF | 70.19% | 70.19% |
15/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,593 CHF | 99,593 CHF | 88.35% | 88.35% |
14/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,752 CHF | 99,752 CHF | 63.25% | 63.25% |
13/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,666 CHF | 99,666 CHF | 75.75% | 75.75% |
12/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,537 CHF | 99,537 CHF | 51.29% | 51.29% |
11/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,725 CHF | 99,725 CHF | 77.75% | 77.75% |
08/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,704 CHF | 99,704 CHF | 87.21% | 87.21% |
07/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,797 CHF | 99,797 CHF | 99.11% | 99.11% |