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 | 0.74% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,771 CHF | 100,515 CHF | 48.42% | 48.42% |
19/11/2024 | 0.75% | 99.45 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,356 CHF | 100,108 CHF | 74.12% | 74.12% |
18/11/2024 | 0.75% | 99.30 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 CHF | 100,047 CHF | 91.75% | 91.75% |
15/11/2024 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,544 CHF | 100,295 CHF | 39.86% | 39.86% |
14/11/2024 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,302 CHF | 100,051 CHF | 36.40% | 36.40% |
13/11/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,406 CHF | 100,159 CHF | 19.20% | 19.20% |
12/11/2024 | 0.75% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,524 CHF | 100,273 CHF | 64.31% | 64.31% |
11/11/2024 | 0.74% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,959 CHF | 100,699 CHF | 96.15% | 96.15% |
08/11/2024 | 0.73% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,974 CHF | 100,711 CHF | 21.56% | 21.56% |
07/11/2024 | 0.76% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,140 CHF | 100,904 CHF | 85.59% | 85.59% |