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% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,482 CHF | 100,480 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,073 CHF | 100,072 CHF | 93.71% | 93.71% |
18/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,291 CHF | 100,289 CHF | 76.72% | 76.72% |
15/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,334 CHF | 100,329 CHF | 92.71% | 92.71% |
14/11/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,027 CHF | 100,021 CHF | 63.02% | 63.02% |
13/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,245 CHF | 100,238 CHF | 73.46% | 73.46% |
12/11/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,545 CHF | 100,552 CHF | 51.62% | 51.62% |
11/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,556 CHF | 100,553 CHF | 80.01% | 80.01% |
08/11/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,438 CHF | 100,443 CHF | 86.83% | 86.83% |
07/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,449 CHF | 100,447 CHF | 99.16% | 99.16% |