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% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,715 CHF | 97,715 CHF | 98.15% | 98.15% |
19/11/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,372 CHF | 97,372 CHF | 93.72% | 93.72% |
18/11/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,106 CHF | 97,106 CHF | 77.70% | 77.70% |
15/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,886 CHF | 97,886 CHF | 88.34% | 88.34% |
14/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,601 CHF | 98,601 CHF | 63.17% | 63.17% |
13/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,706 CHF | 98,706 CHF | 75.01% | 75.01% |
12/11/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,001 CHF | 99,001 CHF | 51.17% | 51.17% |
11/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,152 CHF | 98,152 CHF | 78.76% | 78.76% |
08/11/2024 | 1.03% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,445 CHF | 97,445 CHF | 86.78% | 86.78% |
07/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,691 CHF | 98,691 CHF | 99.16% | 99.16% |