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 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 CHF | 100,300 CHF | 98.15% | 98.15% |
19/11/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,300 CHF | 93.72% | 93.72% |
18/11/2024 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,400 CHF | 70.73% | 70.73% |
15/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 88.55% | 88.55% |
14/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 63.17% | 63.17% |
13/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 CHF | 100,500 CHF | 73.87% | 73.87% |
12/11/2024 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,542 CHF | 50.30% | 50.30% |
11/11/2024 | 1.01% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,583 CHF | 100,593 CHF | 59.71% | 59.71% |
08/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 CHF | 100,521 CHF | 86.79% | 86.79% |
07/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,592 CHF | 100,590 CHF | 99.16% | 99.16% |