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 | 1.77% | 100.80 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,080 CHF | 10,260 CHF | 97.94% | 97.94% |
19/11/2024 | 1.77% | 100.90 % | 102.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,090 CHF | 10,270 CHF | 100.00% | 100.00% |
18/11/2024 | 1.77% | 100.80 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,080 CHF | 10,260 CHF | 99.93% | 99.93% |
15/11/2024 | 1.77% | 100.90 % | 102.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,090 CHF | 10,270 CHF | 99.38% | 99.38% |
14/11/2024 | 1.77% | 100.80 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,076 CHF | 10,256 CHF | 99.92% | 99.92% |
13/11/2024 | 1.77% | 100.60 % | 102.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,061 CHF | 10,241 CHF | 99.89% | 99.89% |
12/11/2024 | 1.77% | 100.80 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,090 CHF | 10,270 CHF | 100.00% | 100.00% |
11/11/2024 | 1.77% | 100.70 % | 102.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,072 CHF | 10,252 CHF | 100.00% | 100.00% |
08/11/2024 | 1.77% | 100.60 % | 102.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,063 CHF | 10,243 CHF | 100.00% | 100.00% |
07/11/2024 | 1.78% | 100.50 % | 102.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,050 CHF | 10,230 CHF | 99.76% | 99.76% |