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 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,924 CHF | 100,927 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,978 CHF | 100,977 CHF | 93.72% | 93.72% |
18/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,921 CHF | 100,921 CHF | 79.58% | 79.58% |
15/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,761 CHF | 100,766 CHF | 88.43% | 88.43% |
14/11/2024 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,918 CHF | 100,905 CHF | 65.46% | 65.46% |
13/11/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,326 CHF | 100,334 CHF | 73.72% | 73.72% |
12/11/2024 | 1.01% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,439 CHF | 100,444 CHF | 49.62% | 49.62% |
11/11/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,809 CHF | 100,811 CHF | 80.08% | 80.08% |
08/11/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,793 CHF | 100,796 CHF | 86.80% | 86.80% |
07/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,021 CHF | 101,022 CHF | 99.16% | 99.16% |