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 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,459 CHF | 101,459 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,499 CHF | 101,499 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,469 CHF | 101,469 CHF | 70.86% | 70.86% |
15/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,483 CHF | 101,483 CHF | 88.18% | 88.18% |
14/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,507 CHF | 101,507 CHF | 65.05% | 65.05% |
13/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 74.74% | 74.74% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,624 CHF | 101,624 CHF | 49.66% | 49.66% |
11/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,668 CHF | 101,668 CHF | 79.88% | 79.88% |
08/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,619 CHF | 101,619 CHF | 86.96% | 86.96% |
07/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,609 CHF | 101,609 CHF | 99.16% | 99.16% |