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 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,784 CHF | 96,784 CHF | 98.15% | 98.15% |
19/11/2024 | 1.04% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,306 CHF | 96,306 CHF | 93.72% | 93.72% |
18/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,711 CHF | 96,711 CHF | 80.52% | 80.52% |
15/11/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,007 CHF | 97,007 CHF | 92.99% | 92.99% |
14/11/2024 | 1.03% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,226 CHF | 97,226 CHF | 65.45% | 65.45% |
13/11/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,377 CHF | 97,377 CHF | 73.70% | 73.70% |
12/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,590 CHF | 97,590 CHF | 49.60% | 49.60% |
11/11/2024 | 1.03% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,999 CHF | 97,999 CHF | 64.10% | 64.10% |
08/11/2024 | 1.03% | 96.80 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,896 CHF | 97,896 CHF | 87.02% | 87.02% |
07/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,200 CHF | 98,200 CHF | 99.16% | 99.16% |