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 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,490 CHF | 98,490 CHF | 98.15% | 98.15% |
19/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,096 CHF | 98,096 CHF | 93.72% | 93.72% |
18/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,258 CHF | 98,258 CHF | 78.06% | 78.06% |
15/11/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,141 CHF | 98,141 CHF | 92.75% | 92.75% |
14/11/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,730 CHF | 97,730 CHF | 63.43% | 63.43% |
13/11/2024 | 1.02% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,262 CHF | 98,262 CHF | 75.03% | 75.03% |
12/11/2024 | 1.02% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,395 CHF | 98,395 CHF | 50.35% | 50.35% |
11/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,130 CHF | 99,130 CHF | 79.97% | 79.97% |
08/11/2024 | 1.00% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,922 CHF | 99,920 CHF | 86.81% | 86.81% |
07/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,968 CHF | 100,965 CHF | 99.16% | 99.16% |