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% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,673 CHF | 101,673 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,609 CHF | 101,609 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,735 CHF | 101,735 CHF | 80.76% | 80.76% |
15/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,897 CHF | 101,897 CHF | 92.84% | 92.84% |
14/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,921 CHF | 101,921 CHF | 63.20% | 63.20% |
13/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,894 CHF | 101,894 CHF | 75.54% | 75.54% |
12/11/2024 | 0.98% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,051 CHF | 102,051 CHF | 50.30% | 50.30% |
11/11/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,017 CHF | 102,017 CHF | 81.45% | 81.45% |
08/11/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,097 CHF | 102,097 CHF | 86.78% | 86.78% |
07/11/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,997 CHF | 101,997 CHF | 99.16% | 99.16% |