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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.74% | 100.50 % | 101.20 % | 100,000 | 100,000 | 99,997 | 100,000 | 100,467 CHF | 101,212 CHF | 1.98% | 1.98% |
22/11/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,128 CHF | 100,882 CHF | 49.37% | 49.37% |
20/11/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,994 CHF | 99,744 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 98.55 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,555 CHF | 99,297 CHF | 92.79% | 92.79% |
18/11/2024 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,091 CHF | 99,837 CHF | 99.40% | 99.40% |
15/11/2024 | 0.76% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,490 CHF | 100,247 CHF | 98.43% | 98.43% |
14/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,326 CHF | 100,074 CHF | 99.26% | 99.26% |
13/11/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,578 CHF | 99,321 CHF | 95.23% | 95.23% |
12/11/2024 | 0.75% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,740 CHF | 100,495 CHF | 99.09% | 99.09% |
11/11/2024 | 0.75% | 100.00 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,925 CHF | 100,682 CHF | 100.00% | 100.00% |