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% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,486 CHF | 96,486 CHF | 98.15% | 98.15% |
19/11/2024 | 1.05% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,902 CHF | 95,902 CHF | 93.72% | 93.72% |
18/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,675 CHF | 96,675 CHF | 77.48% | 77.48% |
15/11/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,704 CHF | 96,704 CHF | 92.64% | 92.64% |
14/11/2024 | 1.05% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,061 CHF | 96,061 CHF | 64.88% | 64.88% |
13/11/2024 | 1.05% | 94.20 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,674 CHF | 95,674 CHF | 75.05% | 75.05% |
12/11/2024 | 1.05% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,047 CHF | 96,047 CHF | 50.23% | 50.23% |
11/11/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,326 CHF | 96,326 CHF | 61.84% | 61.84% |
08/11/2024 | 1.04% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,341 CHF | 96,341 CHF | 86.78% | 86.78% |
07/11/2024 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,242 CHF | 96,242 CHF | 99.16% | 99.16% |