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 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,503 CHF | 100,499 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,039 CHF | 100,041 CHF | 93.71% | 93.71% |
18/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,182 CHF | 100,175 CHF | 71.56% | 71.56% |
15/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,248 CHF | 100,256 CHF | 61.77% | 61.77% |
08/11/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,123 CHF | 100,133 CHF | 86.87% | 86.87% |
07/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,015 CHF | 100,013 CHF | 99.16% | 99.16% |