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 | 0.86% | 92.60 % | 93.40 % | 100,000 | 100,000 | 28,713 | 28,713 | 26,688 CHF | 26,918 CHF | 97.94% | 97.94% |
19/11/2024 | 1.07% | 93.50 % | 94.50 % | 100,000 | 100,000 | 29,480 | 29,480 | 27,664 CHF | 27,959 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 94.20 % | 95.20 % | 100,000 | 100,000 | 28,719 | 28,719 | 27,167 CHF | 27,456 CHF | 99.06% | 99.06% |
15/11/2024 | 0.84% | 94.80 % | 95.60 % | 100,000 | 100,000 | 29,424 | 29,424 | 27,994 CHF | 28,230 CHF | 99.72% | 99.72% |
14/11/2024 | 0.84% | 95.80 % | 96.60 % | 100,000 | 100,000 | 29,520 | 29,520 | 28,249 CHF | 28,486 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 94.60 % | 95.60 % | 100,000 | 100,000 | 29,575 | 29,575 | 27,875 CHF | 28,171 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 93.60 % | 94.60 % | 100,000 | 100,000 | 29,406 | 29,406 | 27,828 CHF | 28,123 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 96.20 % | 97.00 % | 100,000 | 100,000 | 29,236 | 29,236 | 28,355 CHF | 28,590 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 98.00 % | 98.80 % | 100,000 | 100,000 | 29,216 | 29,216 | 28,556 CHF | 28,791 CHF | 100.00% | 100.00% |
07/11/2024 | 1.04% | 97.30 % | 98.30 % | 100,000 | 100,000 | 29,583 | 29,583 | 28,617 CHF | 28,913 CHF | 99.76% | 99.76% |