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% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 CHF | 100,200 CHF | 98.15% | 98.15% |
19/11/2024 | 0.95% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 CHF | 100,200 CHF | 93.72% | 93.72% |
18/11/2024 | 1.05% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 CHF | 100,300 CHF | 70.16% | 70.16% |
15/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 CHF | 100,300 CHF | 88.59% | 88.59% |
14/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 CHF | 100,300 CHF | 63.41% | 63.41% |
13/11/2024 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,355 CHF | 100,400 CHF | 74.87% | 74.87% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 49.68% | 49.68% |
11/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 62.79% | 62.79% |
08/11/2024 | 0.95% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,400 CHF | 86.90% | 86.90% |
07/11/2024 | 1.05% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,500 CHF | 99.16% | 99.16% |