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% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,127 CHF | 101,127 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,136 CHF | 101,137 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,254 CHF | 101,254 CHF | 69.90% | 69.90% |
15/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,114 CHF | 101,114 CHF | 88.18% | 88.18% |
14/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,186 CHF | 101,186 CHF | 63.20% | 63.20% |
13/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,594 CHF | 100,596 CHF | 75.52% | 75.52% |
12/11/2024 | 1.00% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,694 CHF | 100,692 CHF | 50.34% | 50.34% |
11/11/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,005 CHF | 101,007 CHF | 81.45% | 81.45% |
08/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,066 CHF | 101,068 CHF | 86.87% | 86.87% |
07/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,238 CHF | 101,238 CHF | 99.16% | 99.16% |