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 | 1.07% | 93.80 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,373 CHF | 94,373 CHF | 97.40% | 97.40% |
19/11/2024 | 1.09% | 92.45 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,661 CHF | 92,661 CHF | 93.72% | 93.72% |
18/11/2024 | 1.08% | 92.40 % | 93.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,944 CHF | 92,944 CHF | 76.85% | 76.85% |
15/11/2024 | 1.06% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,266 CHF | 95,266 CHF | 94.17% | 94.17% |
14/11/2024 | 1.05% | 94.40 % | 95.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,642 CHF | 95,642 CHF | 29.25% | 29.25% |
13/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,116 CHF | 97,116 CHF | 74.76% | 74.76% |
12/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,496 CHF | 97,496 CHF | 51.03% | 51.03% |
11/11/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,293 CHF | 98,293 CHF | 79.89% | 79.89% |
08/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,532 CHF | 98,532 CHF | 74.64% | 74.64% |
07/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,786 CHF | 98,786 CHF | 93.01% | 93.01% |