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 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,307 CHF | 101,307 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,143 CHF | 101,143 CHF | 93.71% | 93.71% |
18/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,202 CHF | 101,202 CHF | 77.56% | 77.56% |
15/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,195 CHF | 101,195 CHF | 93.66% | 93.66% |
14/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,272 CHF | 101,272 CHF | 63.12% | 63.12% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,105 CHF | 101,105 CHF | 75.08% | 75.08% |
12/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,339 CHF | 101,339 CHF | 51.55% | 51.55% |
11/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,473 CHF | 101,473 CHF | 81.05% | 81.05% |
08/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,236 CHF | 101,236 CHF | 86.85% | 86.85% |
07/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,465 CHF | 101,465 CHF | 99.16% | 99.16% |