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 | 1.06% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,576 CHF | 94,576 CHF | 98.15% | 98.15% |
19/11/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,716 CHF | 94,716 CHF | 93.72% | 93.72% |
18/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,111 CHF | 96,111 CHF | 77.29% | 77.29% |
15/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,069 CHF | 96,069 CHF | 93.38% | 93.38% |
14/11/2024 | 1.06% | 94.20 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,011 CHF | 95,011 CHF | 28.98% | 28.98% |
13/11/2024 | 1.09% | 91.85 % | 92.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,133 CHF | 92,133 CHF | 62.78% | 62.78% |
12/11/2024 | 1.10% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,474 CHF | 91,474 CHF | 13.70% | 13.70% |
11/11/2024 | 1.07% | 93.50 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,326 CHF | 94,326 CHF | 78.48% | 78.48% |
08/11/2024 | 1.06% | 92.40 % | 93.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,986 CHF | 94,986 CHF | 75.32% | 75.32% |
07/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,917 CHF | 97,917 CHF | 99.16% | 99.16% |