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 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,546 CHF | 98,546 CHF | 98.15% | 98.15% |
19/11/2024 | 1.03% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,056 CHF | 98,056 CHF | 93.72% | 93.72% |
18/11/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,985 CHF | 98,985 CHF | 71.17% | 71.17% |
15/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,763 CHF | 98,763 CHF | 88.37% | 88.37% |
14/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,605 CHF | 99,605 CHF | 63.18% | 63.18% |
13/11/2024 | 1.01% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,110 CHF | 99,110 CHF | 75.64% | 75.64% |
12/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,204 CHF | 99,204 CHF | 50.34% | 50.34% |
11/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,748 CHF | 99,748 CHF | 80.13% | 80.13% |
08/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,525 CHF | 99,525 CHF | 86.88% | 86.88% |
07/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,609 CHF | 99,609 CHF | 99.16% | 99.16% |