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 | 0.75% | 94.00 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,534 CHF | 95,246 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 94.30 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,978 CHF | 94,684 CHF | 97.46% | 97.46% |
18/11/2024 | 0.75% | 94.10 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,942 CHF | 94,649 CHF | 99.39% | 99.39% |
15/11/2024 | 0.75% | 94.30 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,656 CHF | 95,366 CHF | 98.46% | 98.46% |
14/11/2024 | 0.75% | 95.70 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,055 CHF | 95,772 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 93.95 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,818 CHF | 94,525 CHF | 97.72% | 97.72% |
12/11/2024 | 0.75% | 94.05 % | 94.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,607 CHF | 95,320 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 95.80 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,975 CHF | 96,702 CHF | 99.79% | 99.79% |
08/11/2024 | 0.75% | 95.30 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,341 CHF | 96,058 CHF | 54.98% | 54.98% |
07/11/2024 | 0.75% | 96.40 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,798 CHF | 97,527 CHF | 96.44% | 96.44% |