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 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,375 CHF | 100,371 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,388 CHF | 100,393 CHF | 93.72% | 93.72% |
18/11/2024 | 1.02% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,255 CHF | 100,273 CHF | 71.03% | 71.03% |
15/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,162 CHF | 100,154 CHF | 88.11% | 88.11% |
14/11/2024 | 1.00% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,387 CHF | 100,383 CHF | 63.41% | 63.41% |
13/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,295 CHF | 100,293 CHF | 75.43% | 75.43% |
12/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,379 CHF | 100,383 CHF | 50.64% | 50.64% |
11/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,510 CHF | 100,511 CHF | 80.07% | 80.07% |
08/11/2024 | 1.01% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,384 CHF | 100,397 CHF | 87.07% | 87.07% |
07/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,560 CHF | 100,555 CHF | 99.16% | 99.16% |