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% | 95.30 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,598 CHF | 96,319 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 95.90 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,726 CHF | 96,449 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 95.90 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,688 CHF | 96,409 CHF | 99.27% | 99.27% |
15/11/2024 | 0.75% | 95.40 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,419 CHF | 96,139 CHF | 98.33% | 98.33% |
14/11/2024 | 0.75% | 96.20 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,376 CHF | 96,098 CHF | 99.52% | 99.52% |
13/11/2024 | 0.75% | 94.30 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,936 CHF | 94,648 CHF | 98.02% | 98.02% |
12/11/2024 | 0.74% | 93.80 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,337 CHF | 95,037 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 94.80 % | 95.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,204 CHF | 95,918 CHF | 99.96% | 99.96% |
08/11/2024 | 0.76% | 95.15 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,356 CHF | 96,079 CHF | 54.97% | 54.97% |
07/11/2024 | 0.75% | 95.65 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,019 CHF | 96,742 CHF | 97.55% | 97.55% |