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% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,392 CHF | 100,145 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,298 CHF | 100,045 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,569 CHF | 100,320 CHF | 99.51% | 99.51% |
15/11/2024 | 0.74% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,799 CHF | 100,545 CHF | 98.56% | 98.56% |
14/11/2024 | 0.73% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,226 CHF | 100,961 CHF | 99.24% | 99.24% |
13/11/2024 | 0.76% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,395 CHF | 101,157 CHF | 98.33% | 98.33% |
12/11/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,331 CHF | 101,082 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,508 CHF | 101,291 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,302 CHF | 101,052 CHF | 55.19% | 55.19% |
07/11/2024 | 0.74% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,465 CHF | 101,215 CHF | 97.48% | 97.48% |