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 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,996 CHF | 96,996 CHF | 98.15% | 98.15% |
19/11/2024 | 1.05% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,174 CHF | 96,174 CHF | 93.72% | 93.72% |
18/11/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,301 CHF | 96,301 CHF | 69.02% | 69.02% |
15/11/2024 | 1.03% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,512 CHF | 97,512 CHF | 88.19% | 88.19% |
14/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,405 CHF | 98,405 CHF | 65.49% | 65.49% |
13/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,588 CHF | 98,588 CHF | 74.61% | 74.61% |
12/11/2024 | 1.02% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,885 CHF | 98,885 CHF | 51.02% | 51.02% |
11/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,099 CHF | 98,099 CHF | 79.50% | 79.50% |
08/11/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,300 CHF | 97,300 CHF | 86.81% | 86.81% |
07/11/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,005 CHF | 98,005 CHF | 99.16% | 99.16% |