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 | 1.01% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,571 CHF | 100,578 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,504 CHF | 100,507 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,615 CHF | 100,604 CHF | 70.55% | 70.55% |
15/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,599 CHF | 100,592 CHF | 92.78% | 92.78% |
14/11/2024 | 1.01% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,674 CHF | 100,682 CHF | 62.61% | 62.61% |
13/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,531 CHF | 100,530 CHF | 75.43% | 75.43% |
12/11/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,416 CHF | 100,421 CHF | 50.60% | 50.60% |
11/11/2024 | 0.98% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,815 CHF | 100,802 CHF | 79.77% | 79.77% |
08/11/2024 | 0.99% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,779 CHF | 100,774 CHF | 86.81% | 86.81% |
07/11/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,777 CHF | 100,777 CHF | 99.16% | 99.16% |