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% | 88.20 % | 88.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,908 CHF | 89,576 CHF | 98.83% | 98.83% |
19/11/2024 | 0.75% | 88.50 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,166 CHF | 88,828 CHF | 79.59% | 79.59% |
18/11/2024 | 0.75% | 88.15 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,066 CHF | 88,727 CHF | 88.34% | 88.34% |
15/11/2024 | 0.75% | 88.40 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,896 CHF | 89,568 CHF | 96.83% | 96.83% |
14/11/2024 | 0.75% | 90.20 % | 90.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,318 CHF | 89,994 CHF | 99.36% | 99.36% |
13/11/2024 | 0.75% | 88.00 % | 88.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,808 CHF | 88,472 CHF | 96.13% | 96.13% |
12/11/2024 | 0.76% | 88.20 % | 88.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,819 CHF | 89,493 CHF | 98.89% | 98.89% |
11/11/2024 | 0.75% | 90.55 % | 91.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,797 CHF | 91,481 CHF | 97.75% | 97.75% |
08/11/2024 | 0.75% | 89.90 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,972 CHF | 90,648 CHF | 53.41% | 53.41% |
07/11/2024 | 0.75% | 91.40 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,943 CHF | 92,639 CHF | 78.70% | 78.70% |