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% | 97.00 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,287 CHF | 98,018 CHF | 87.11% | 87.11% |
19/11/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,251 CHF | 97,983 CHF | 96.77% | 96.77% |
18/11/2024 | 0.75% | 97.35 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,342 CHF | 98,075 CHF | 83.91% | 83.91% |
15/11/2024 | 0.75% | 97.85 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,891 CHF | 98,626 CHF | 84.24% | 84.24% |
14/11/2024 | 0.75% | 97.80 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,574 CHF | 98,308 CHF | 89.20% | 89.20% |
13/11/2024 | 0.75% | 97.70 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,765 CHF | 98,504 CHF | 85.26% | 85.26% |
12/11/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,159 CHF | 98,899 CHF | 77.59% | 77.59% |
11/11/2024 | 0.75% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,471 CHF | 100,220 CHF | 96.67% | 96.67% |
08/11/2024 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,334 CHF | 100,078 CHF | 38.63% | 38.63% |
07/11/2024 | 0.75% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,665 CHF | 100,420 CHF | 90.50% | 90.50% |