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 | 0.75% | 96.15 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,476 CHF | 97,203 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 96.35 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,401 CHF | 97,129 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 97.15 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,963 CHF | 97,693 CHF | 99.36% | 99.36% |
15/11/2024 | 0.75% | 97.10 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,351 CHF | 98,082 CHF | 98.36% | 98.36% |
14/11/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,177 CHF | 97,911 CHF | 94.67% | 94.67% |
13/11/2024 | 0.75% | 96.50 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,213 CHF | 96,939 CHF | 98.00% | 98.00% |
12/11/2024 | 0.75% | 96.50 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,682 CHF | 97,409 CHF | 52.47% | 52.47% |
11/11/2024 | 0.75% | 97.05 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,136 CHF | 97,867 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 96.70 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,244 CHF | 97,975 CHF | 54.87% | 54.87% |
07/11/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,326 CHF | 99,068 CHF | 94.01% | 94.01% |