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 | 1.10% | 89.80 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,354 CHF | 91,354 CHF | 97.45% | 97.45% |
19/11/2024 | 1.11% | 89.80 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,510 CHF | 90,510 CHF | 93.72% | 93.72% |
18/11/2024 | 1.10% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,242 CHF | 91,242 CHF | 69.54% | 69.54% |
15/11/2024 | 1.11% | 89.20 % | 90.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,313 CHF | 90,313 CHF | 92.85% | 92.85% |
14/11/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,229 CHF | 90,229 CHF | 65.46% | 65.46% |
13/11/2024 | 1.13% | 87.80 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,672 CHF | 88,672 CHF | 61.83% | 61.83% |
12/11/2024 | 1.12% | 88.40 % | 89.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,784 CHF | 89,784 CHF | 29.62% | 29.62% |
11/11/2024 | 1.09% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,051 CHF | 92,051 CHF | 79.00% | 79.00% |
08/11/2024 | 1.09% | 90.85 % | 91.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,116 CHF | 92,116 CHF | 86.78% | 86.78% |
07/11/2024 | 1.10% | 91.15 % | 92.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,660 CHF | 91,660 CHF | 99.16% | 99.16% |