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 | 0.74% | 99.05 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,289 CHF | 100,032 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 99.20 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,216 CHF | 99,965 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,665 CHF | 100,418 CHF | 99.37% | 99.37% |
15/11/2024 | 0.75% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,003 CHF | 100,752 CHF | 98.46% | 98.46% |
14/11/2024 | 0.75% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,907 CHF | 100,657 CHF | 94.67% | 94.67% |
13/11/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,161 CHF | 99,908 CHF | 98.08% | 98.08% |
12/11/2024 | 0.75% | 99.25 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,362 CHF | 100,107 CHF | 52.47% | 52.47% |
11/11/2024 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,633 CHF | 100,387 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 99.30 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,675 CHF | 100,423 CHF | 54.97% | 54.97% |
07/11/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,626 CHF | 101,384 CHF | 94.12% | 94.12% |