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% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,432 CHF | 100,419 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,438 CHF | 100,435 CHF | 93.72% | 93.72% |
18/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,443 CHF | 100,443 CHF | 80.17% | 80.17% |
15/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,382 CHF | 100,376 CHF | 88.28% | 88.28% |
14/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,466 CHF | 100,460 CHF | 65.20% | 65.20% |
13/11/2024 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,211 CHF | 100,210 CHF | 74.86% | 74.86% |
12/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,215 CHF | 100,225 CHF | 49.69% | 49.69% |
11/11/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,391 CHF | 100,400 CHF | 81.07% | 81.07% |
08/11/2024 | 0.99% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,428 CHF | 100,420 CHF | 86.94% | 86.94% |
07/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,506 CHF | 100,503 CHF | 99.16% | 99.16% |