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 | 0.79% | 94.63 % | 95.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,745 CHF | 57,195 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 94.09 % | 94.84 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,763 CHF | 57,215 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 95.79 % | 96.55 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,428 CHF | 57,884 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 95.17 % | 95.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,394 CHF | 57,850 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 96.11 % | 96.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,488 CHF | 57,944 CHF | 99.69% | 99.69% |
13/11/2024 | 0.79% | 95.17 % | 95.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,206 CHF | 57,660 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 95.56 % | 96.32 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,459 CHF | 57,915 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 96.44 % | 97.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,959 CHF | 58,421 CHF | 84.63% | 84.63% |
08/11/2024 | 0.79% | 96.20 % | 96.96 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,665 CHF | 58,121 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 95.96 % | 96.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,665 CHF | 58,121 CHF | 100.00% | 100.00% |