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% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,829 CHF | 101,829 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,862 CHF | 101,862 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,858 CHF | 101,858 CHF | 70.79% | 70.79% |
15/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,856 CHF | 101,856 CHF | 88.14% | 88.14% |
14/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,824 CHF | 101,824 CHF | 63.17% | 63.17% |
13/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,665 CHF | 101,665 CHF | 75.54% | 75.54% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,720 CHF | 101,720 CHF | 49.62% | 49.62% |
11/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,853 CHF | 101,853 CHF | 79.68% | 79.68% |
08/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,778 CHF | 101,778 CHF | 86.77% | 86.77% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,854 CHF | 101,854 CHF | 99.16% | 99.16% |