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% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,811 CHF | 101,567 CHF | 98.98% | 98.98% |
19/11/2024 | 0.75% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,939 CHF | 100,689 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,493 CHF | 101,248 CHF | 82.09% | 82.09% |
15/11/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,139 CHF | 100,891 CHF | 98.42% | 98.42% |
14/11/2024 | 0.75% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,843 CHF | 100,595 CHF | 97.92% | 97.92% |
13/11/2024 | 0.75% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,729 CHF | 100,478 CHF | 98.17% | 98.17% |
12/11/2024 | 0.75% | 99.10 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,935 CHF | 100,684 CHF | 76.71% | 76.71% |
11/11/2024 | 0.74% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,696 CHF | 102,452 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,596 CHF | 102,376 CHF | 55.08% | 55.08% |
07/11/2024 | 0.74% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,604 CHF | 101,356 CHF | 97.02% | 97.02% |