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 | 0.80% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,586 CHF | 100,386 CHF | 98.58% | 98.58% |
19/11/2024 | 0.80% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,990 CHF | 100,790 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,173 CHF | 100,973 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,228 CHF | 101,028 CHF | 98.43% | 98.43% |
14/11/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,013 CHF | 100,813 CHF | 99.72% | 99.72% |
13/11/2024 | 0.81% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,604 CHF | 99,404 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,668 CHF | 99,668 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,041 CHF | 100,041 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.60 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,596 CHF | 99,396 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.60 % | 99.40 % | 100,000 | 100,000 | 100,000 | 98,975 | 98,510 CHF | 98,289 CHF | 100.00% | 100.00% |