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 | 0.76% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,087 CHF | 100,851 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,902 CHF | 100,660 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,955 CHF | 100,711 CHF | 90.86% | 90.86% |
15/11/2024 | 0.75% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,286 CHF | 101,043 CHF | 98.45% | 98.45% |
14/11/2024 | 0.76% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,225 CHF | 100,988 CHF | 96.08% | 96.08% |
13/11/2024 | 0.75% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,066 CHF | 100,819 CHF | 82.26% | 82.26% |
12/11/2024 | 0.77% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,582 CHF | 101,357 CHF | 74.30% | 74.30% |
11/11/2024 | 0.78% | 100.40 % | 101.20 % | 100,000 | 100,000 | 96,661 | 96,661 | 97,172 CHF | 97,916 CHF | 74.49% | 74.49% |
08/11/2024 | 0.74% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,245 CHF | 100,992 CHF | 54.47% | 54.47% |
07/11/2024 | 0.75% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,386 CHF | 101,144 CHF | 97.39% | 97.39% |