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% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,767 CHF | 95,481 CHF | 98.66% | 98.66% |
19/11/2024 | 0.75% | 94.55 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,565 CHF | 95,279 CHF | 99.01% | 99.01% |
18/11/2024 | 0.75% | 95.60 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,385 CHF | 96,104 CHF | 98.09% | 98.09% |
15/11/2024 | 0.75% | 95.45 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,820 CHF | 96,543 CHF | 96.95% | 96.95% |
14/11/2024 | 0.75% | 96.30 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,574 CHF | 96,295 CHF | 94.54% | 94.54% |
13/11/2024 | 0.75% | 94.75 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,395 CHF | 95,106 CHF | 96.81% | 96.81% |
12/11/2024 | 0.75% | 94.75 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,953 CHF | 95,668 CHF | 51.42% | 51.42% |
11/11/2024 | 0.75% | 95.55 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,683 CHF | 96,403 CHF | 98.71% | 98.71% |
08/11/2024 | 0.75% | 95.15 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,845 CHF | 96,565 CHF | 53.60% | 53.60% |
07/11/2024 | 0.75% | 97.25 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,294 CHF | 98,028 CHF | 92.86% | 92.86% |