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% | 93.70 % | 94.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,167 CHF | 94,876 CHF | 98.99% | 98.99% |
19/11/2024 | 0.75% | 93.95 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,674 CHF | 94,378 CHF | 96.70% | 96.70% |
18/11/2024 | 0.75% | 93.80 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,689 CHF | 94,393 CHF | 98.27% | 98.27% |
15/11/2024 | 0.75% | 94.00 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,341 CHF | 95,051 CHF | 97.16% | 97.16% |
14/11/2024 | 0.74% | 95.20 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,624 CHF | 95,331 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 93.45 % | 94.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,342 CHF | 94,046 CHF | 96.44% | 96.44% |
12/11/2024 | 0.75% | 93.60 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,060 CHF | 94,769 CHF | 99.07% | 99.07% |
11/11/2024 | 0.75% | 95.55 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,700 CHF | 96,423 CHF | 98.60% | 98.60% |
08/11/2024 | 0.75% | 95.05 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,156 CHF | 95,872 CHF | 53.90% | 53.90% |
07/11/2024 | 0.75% | 96.15 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,504 CHF | 97,235 CHF | 95.36% | 95.36% |