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 | 1.02% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,971 CHF | 98,971 CHF | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,177 CHF | 99,177 CHF | 69.83% | 69.83% |
15/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,641 CHF | 98,641 CHF | 88.21% | 88.21% |
14/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,390 CHF | 98,390 CHF | 65.46% | 65.46% |
13/11/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,054 CHF | 98,054 CHF | 73.72% | 73.72% |
12/11/2024 | 1.02% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,280 CHF | 98,280 CHF | 50.34% | 50.34% |
11/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,143 CHF | 100,140 CHF | 80.28% | 80.28% |
08/11/2024 | 1.00% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,966 CHF | 99,965 CHF | 86.77% | 86.77% |
07/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,198 CHF | 100,199 CHF | 99.16% | 99.16% |