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 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,521 CHF | 101,521 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,320 CHF | 101,320 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,275 CHF | 101,276 CHF | 80.19% | 80.19% |
15/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,121 CHF | 101,125 CHF | 88.39% | 88.39% |
14/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,190 CHF | 101,190 CHF | 63.42% | 63.42% |
13/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,974 CHF | 100,972 CHF | 75.37% | 75.37% |
12/11/2024 | 0.99% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,052 CHF | 101,050 CHF | 50.33% | 50.33% |
11/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,479 CHF | 101,479 CHF | 77.66% | 77.66% |
08/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,067 CHF | 101,065 CHF | 86.78% | 86.78% |
07/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,430 CHF | 101,430 CHF | 99.16% | 99.16% |