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% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,116 CHF | 101,116 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,069 CHF | 101,071 CHF | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,200 CHF | 101,200 CHF | 79.60% | 79.60% |
15/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,123 CHF | 101,123 CHF | 88.13% | 88.13% |
14/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,295 CHF | 101,295 CHF | 63.42% | 63.42% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,267 CHF | 101,267 CHF | 75.36% | 75.36% |
12/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,265 CHF | 101,265 CHF | 49.60% | 49.60% |
11/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,372 CHF | 101,372 CHF | 64.16% | 64.16% |
08/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,343 CHF | 101,343 CHF | 86.82% | 86.82% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,350 CHF | 101,350 CHF | 99.16% | 99.16% |