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% | 83.45 % | 84.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,173 CHF | 84,807 CHF | 99.19% | 99.19% |
19/11/2024 | 0.75% | 83.85 % | 84.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,436 CHF | 84,062 CHF | 96.90% | 96.90% |
18/11/2024 | 0.75% | 83.55 % | 84.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,438 CHF | 84,063 CHF | 93.76% | 93.76% |
15/11/2024 | 0.75% | 83.80 % | 84.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,291 CHF | 84,928 CHF | 97.45% | 97.45% |
14/11/2024 | 0.75% | 85.50 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,630 CHF | 85,267 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 83.25 % | 83.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,071 CHF | 83,697 CHF | 96.68% | 96.68% |
12/11/2024 | 0.75% | 83.60 % | 84.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,228 CHF | 84,863 CHF | 99.31% | 99.31% |
11/11/2024 | 0.75% | 86.20 % | 86.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,401 CHF | 87,053 CHF | 98.75% | 98.75% |
08/11/2024 | 0.75% | 85.50 % | 86.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,631 CHF | 86,274 CHF | 54.09% | 54.09% |
07/11/2024 | 0.75% | 87.05 % | 87.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,628 CHF | 88,287 CHF | 95.51% | 95.51% |