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 | 1.15% | 86.35 % | 87.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,609 CHF | 87,609 CHF | 98.15% | 98.15% |
19/11/2024 | 1.16% | 86.30 % | 87.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,987 CHF | 86,987 CHF | 93.72% | 93.72% |
18/11/2024 | 1.15% | 86.40 % | 87.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,217 CHF | 87,217 CHF | 70.47% | 70.47% |
15/11/2024 | 1.13% | 86.85 % | 87.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,943 CHF | 88,943 CHF | 87.93% | 87.93% |
14/11/2024 | 1.11% | 89.45 % | 90.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,444 CHF | 90,444 CHF | 65.44% | 65.44% |
13/11/2024 | 1.11% | 89.00 % | 90.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,415 CHF | 90,415 CHF | 75.53% | 75.53% |
12/11/2024 | 1.10% | 90.20 % | 91.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,403 CHF | 91,403 CHF | 49.63% | 49.63% |
11/11/2024 | 1.09% | 90.75 % | 91.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,009 CHF | 92,009 CHF | 64.04% | 64.04% |
08/11/2024 | 1.10% | 90.10 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,264 CHF | 91,264 CHF | 86.86% | 86.86% |
07/11/2024 | 1.10% | 91.05 % | 92.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,754 CHF | 91,754 CHF | 99.16% | 99.16% |