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 | 1.08% | 91.35 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,176 CHF | 93,176 CHF | 98.15% | 98.15% |
19/11/2024 | 1.09% | 92.35 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,306 CHF | 92,306 CHF | 93.72% | 93.72% |
18/11/2024 | 1.07% | 92.80 % | 93.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,672 CHF | 93,672 CHF | 70.54% | 70.54% |
15/11/2024 | 1.07% | 92.65 % | 93.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,171 CHF | 94,171 CHF | 92.33% | 92.33% |
14/11/2024 | 1.08% | 92.05 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,693 CHF | 92,693 CHF | 29.19% | 29.19% |
13/11/2024 | 1.07% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,959 CHF | 93,959 CHF | 75.36% | 75.36% |
12/11/2024 | 1.06% | 93.85 % | 94.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,250 CHF | 95,250 CHF | 39.16% | 39.16% |
11/11/2024 | 1.02% | 96.90 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,367 CHF | 98,367 CHF | 79.80% | 79.80% |
08/11/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,757 CHF | 97,757 CHF | 86.82% | 86.82% |
07/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,675 CHF | 98,675 CHF | 99.16% | 99.16% |