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 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,312 CHF | 99,054 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,381 CHF | 99,121 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,718 CHF | 99,463 CHF | 99.33% | 99.33% |
15/11/2024 | 0.75% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,921 CHF | 99,665 CHF | 98.33% | 98.33% |
14/11/2024 | 0.75% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,966 CHF | 99,714 CHF | 94.67% | 94.67% |
13/11/2024 | 0.75% | 98.45 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,258 CHF | 98,999 CHF | 97.98% | 97.98% |
12/11/2024 | 0.75% | 98.40 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,517 CHF | 99,261 CHF | 52.47% | 52.47% |
11/11/2024 | 0.75% | 98.80 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,842 CHF | 99,587 CHF | 99.30% | 99.30% |
08/11/2024 | 0.75% | 98.45 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,880 CHF | 99,624 CHF | 54.23% | 54.23% |
07/11/2024 | 0.75% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,518 CHF | 100,269 CHF | 93.99% | 93.99% |