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 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,400 CHF | 98.15% | 98.15% |
19/11/2024 | 1.02% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,377 CHF | 100,400 CHF | 93.72% | 93.72% |
18/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 81.71% | 81.71% |
15/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,403 CHF | 100,400 CHF | 92.86% | 92.86% |
14/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 CHF | 100,500 CHF | 42.75% | 42.75% |
13/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,509 CHF | 100,506 CHF | 75.31% | 75.31% |
12/11/2024 | 1.00% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,488 CHF | 100,483 CHF | 49.64% | 49.64% |
11/11/2024 | 0.99% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,582 CHF | 100,574 CHF | 81.59% | 81.59% |
08/11/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,628 CHF | 100,643 CHF | 86.97% | 86.97% |
07/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,690 CHF | 100,690 CHF | 99.16% | 99.16% |