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 | 0.75% | 89.15 % | 89.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,276 CHF | 90,959 CHF | 75.51% | 75.51% |
19/11/2024 | 0.75% | 88.10 % | 88.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,617 CHF | 88,275 CHF | 92.05% | 92.05% |
18/11/2024 | 0.75% | 89.25 % | 89.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,298 CHF | 89,968 CHF | 82.01% | 82.01% |
15/11/2024 | 0.75% | 87.70 % | 88.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,888 CHF | 88,552 CHF | 98.40% | 98.40% |
14/11/2024 | 0.75% | 87.90 % | 88.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,045 CHF | 87,703 CHF | 97.06% | 97.06% |
13/11/2024 | 0.75% | 86.40 % | 87.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,696 CHF | 87,352 CHF | 94.06% | 94.06% |
12/11/2024 | 0.75% | 85.80 % | 86.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,062 CHF | 88,726 CHF | 76.71% | 76.71% |
11/11/2024 | 0.75% | 92.10 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,043 CHF | 93,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 92.55 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,760 CHF | 93,460 CHF | 55.05% | 55.05% |
07/11/2024 | 0.75% | 92.35 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,972 CHF | 91,661 CHF | 97.01% | 97.01% |