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 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,532 CHF | 97,532 CHF | 98.15% | 98.15% |
19/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,256 CHF | 97,256 CHF | 93.72% | 93.72% |
18/11/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,365 CHF | 97,365 CHF | 79.35% | 79.35% |
15/11/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,885 CHF | 96,885 CHF | 93.81% | 93.81% |
14/11/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,418 CHF | 96,418 CHF | 65.21% | 65.21% |
13/11/2024 | 1.05% | 94.10 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,329 CHF | 95,329 CHF | 62.48% | 62.48% |
12/11/2024 | 1.03% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,277 CHF | 97,277 CHF | 31.19% | 31.19% |
11/11/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,003 CHF | 98,003 CHF | 64.76% | 64.76% |
08/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,479 CHF | 97,479 CHF | 86.81% | 86.81% |
07/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,691 CHF | 97,691 CHF | 99.16% | 99.16% |