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 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,814 CHF | 100,803 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,674 CHF | 100,680 CHF | 93.71% | 93.71% |
18/11/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,820 CHF | 100,828 CHF | 77.95% | 77.95% |
15/11/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,924 CHF | 100,927 CHF | 92.53% | 92.53% |
14/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,053 CHF | 101,053 CHF | 65.65% | 65.65% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,127 CHF | 101,127 CHF | 75.02% | 75.02% |
12/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,102 CHF | 101,102 CHF | 50.31% | 50.31% |
11/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,257 CHF | 101,257 CHF | 80.52% | 80.52% |
08/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,111 CHF | 101,111 CHF | 87.03% | 87.03% |
07/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,175 CHF | 101,175 CHF | 99.16% | 99.16% |