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 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,866 CHF | 98,866 CHF | 98.15% | 98.15% |
19/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,576 CHF | 98,576 CHF | 93.72% | 93.72% |
18/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,596 CHF | 98,596 CHF | 69.24% | 69.24% |
15/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,686 CHF | 98,686 CHF | 88.15% | 88.15% |
14/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,047 CHF | 99,047 CHF | 62.86% | 62.86% |
13/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,166 CHF | 98,166 CHF | 75.36% | 75.36% |
12/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,639 CHF | 98,639 CHF | 49.61% | 49.61% |
11/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,451 CHF | 99,451 CHF | 61.58% | 61.58% |
08/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,399 CHF | 99,399 CHF | 86.81% | 86.81% |
07/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,015 CHF | 100,013 CHF | 99.16% | 99.16% |