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% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,639 CHF | 99,639 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,699 CHF | 99,699 CHF | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,570 CHF | 99,570 CHF | 80.29% | 80.29% |
15/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,322 CHF | 99,322 CHF | 88.35% | 88.35% |
14/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,540 CHF | 99,540 CHF | 65.22% | 65.22% |
13/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,087 CHF | 98,087 CHF | 75.38% | 75.38% |
12/11/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,446 CHF | 98,446 CHF | 49.61% | 49.61% |
11/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,256 CHF | 99,256 CHF | 64.08% | 64.08% |
08/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,343 CHF | 99,343 CHF | 86.81% | 86.81% |
07/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,760 CHF | 99,760 CHF | 99.16% | 99.16% |