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% | 63.55 % | 64.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,372 CHF | 64,855 CHF | 87.11% | 87.11% |
19/11/2024 | 0.74% | 65.10 % | 65.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,337 CHF | 64,817 CHF | 99.89% | 99.89% |
18/11/2024 | 0.75% | 66.95 % | 67.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,034 CHF | 67,539 CHF | 96.12% | 96.12% |
15/11/2024 | 0.75% | 67.50 % | 68.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,589 CHF | 68,096 CHF | 36.76% | 36.76% |
14/11/2024 | 0.75% | 66.55 % | 67.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,741 CHF | 66,234 CHF | 89.73% | 89.73% |
13/11/2024 | 0.75% | 64.95 % | 65.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,020 CHF | 66,520 CHF | 69.26% | 69.26% |
12/11/2024 | 0.75% | 66.85 % | 67.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,871 CHF | 68,378 CHF | 74.76% | 74.76% |
11/11/2024 | 0.75% | 73.05 % | 73.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,377 CHF | 73,927 CHF | 96.65% | 96.65% |
08/11/2024 | 0.76% | 71.85 % | 72.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,568 CHF | 73,118 CHF | 53.56% | 53.56% |
07/11/2024 | 0.76% | 75.45 % | 76.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,762 CHF | 76,338 CHF | 90.26% | 90.26% |