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 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,588 CHF | 99,588 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,395 CHF | 99,395 CHF | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,371 CHF | 99,371 CHF | 69.25% | 69.25% |
15/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,326 CHF | 99,326 CHF | 88.38% | 88.38% |
14/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,719 CHF | 99,719 CHF | 63.19% | 63.19% |
13/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,890 CHF | 98,890 CHF | 75.33% | 75.33% |
12/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,215 CHF | 99,215 CHF | 49.61% | 49.61% |
11/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,994 CHF | 99,993 CHF | 63.51% | 63.51% |
08/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,858 CHF | 99,861 CHF | 86.72% | 86.72% |
07/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,565 CHF | 100,565 CHF | 99.16% | 99.16% |