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% | 89.90 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,482 CHF | 91,166 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 90.15 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,811 CHF | 90,488 CHF | 97.46% | 97.46% |
18/11/2024 | 0.75% | 90.00 % | 90.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,841 CHF | 90,518 CHF | 99.35% | 99.35% |
15/11/2024 | 0.75% | 90.20 % | 90.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,603 CHF | 91,289 CHF | 98.30% | 98.30% |
14/11/2024 | 0.75% | 91.65 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,930 CHF | 91,616 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 89.60 % | 90.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,487 CHF | 90,160 CHF | 97.55% | 97.55% |
12/11/2024 | 0.75% | 89.90 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,465 CHF | 91,146 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 92.15 % | 92.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,318 CHF | 93,015 CHF | 99.79% | 99.79% |
08/11/2024 | 0.75% | 91.55 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,690 CHF | 92,379 CHF | 54.92% | 54.92% |
07/11/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,394 CHF | 94,099 CHF | 96.26% | 96.26% |