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% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,697 CHF | 100,710 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,692 CHF | 100,692 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,754 CHF | 100,748 CHF | 70.74% | 70.74% |
15/11/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,761 CHF | 100,773 CHF | 93.05% | 93.05% |
14/11/2024 | 0.97% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,771 CHF | 100,743 CHF | 63.21% | 63.21% |
13/11/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,799 CHF | 100,798 CHF | 75.31% | 75.31% |
12/11/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,836 CHF | 100,845 CHF | 51.22% | 51.22% |
11/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,904 CHF | 100,907 CHF | 78.97% | 78.97% |
08/11/2024 | 1.01% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,886 CHF | 100,896 CHF | 86.78% | 86.78% |
07/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,900 CHF | 99.16% | 99.16% |