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 | 1.08% | 90.10 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,007 CHF | 93,007 CHF | 98.15% | 98.15% |
19/11/2024 | 1.07% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,015 CHF | 94,015 CHF | 93.72% | 93.72% |
18/11/2024 | 1.05% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,432 CHF | 95,432 CHF | 77.68% | 77.68% |
15/11/2024 | 1.04% | 94.70 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,311 CHF | 96,311 CHF | 92.61% | 92.61% |
14/11/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,850 CHF | 95,850 CHF | 63.03% | 63.03% |
13/11/2024 | 1.05% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,992 CHF | 95,992 CHF | 75.04% | 75.04% |
12/11/2024 | 1.05% | 95.05 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,112 CHF | 96,112 CHF | 50.38% | 50.38% |
11/11/2024 | 1.05% | 95.10 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,880 CHF | 95,880 CHF | 80.06% | 80.06% |
08/11/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,526 CHF | 94,526 CHF | 86.79% | 86.79% |
07/11/2024 | 1.07% | 93.55 % | 94.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,816 CHF | 93,816 CHF | 97.35% | 97.35% |