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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,716 CHF | 100,717 CHF | 98.11% | 98.11% |
22/11/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,665 CHF | 100,663 CHF | 99.91% | 99.91% |
20/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,512 CHF | 100,509 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,410 CHF | 100,410 CHF | 93.72% | 93.72% |
18/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,565 CHF | 100,567 CHF | 80.13% | 80.13% |
15/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,637 CHF | 100,635 CHF | 92.82% | 92.82% |
14/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,594 CHF | 100,598 CHF | 63.18% | 63.18% |
13/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,377 CHF | 100,376 CHF | 75.05% | 75.05% |
12/11/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,582 CHF | 100,583 CHF | 50.11% | 50.11% |
11/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,856 CHF | 100,854 CHF | 79.66% | 79.66% |