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% | 97.00 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,246 CHF | 97,978 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,372 CHF | 98,101 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,337 CHF | 98,072 CHF | 99.35% | 99.35% |
15/11/2024 | 0.75% | 97.10 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,102 CHF | 97,834 CHF | 98.36% | 98.36% |
14/11/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,023 CHF | 97,754 CHF | 99.52% | 99.52% |
13/11/2024 | 0.75% | 96.00 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,643 CHF | 96,361 CHF | 98.05% | 98.05% |
12/11/2024 | 0.75% | 95.45 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,982 CHF | 96,705 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 96.40 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,783 CHF | 97,510 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 96.80 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,957 CHF | 97,688 CHF | 55.00% | 55.00% |
07/11/2024 | 0.75% | 97.15 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,516 CHF | 98,252 CHF | 96.96% | 96.96% |