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% | 86.15 % | 86.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,633 CHF | 87,286 CHF | 98.80% | 98.80% |
19/11/2024 | 0.75% | 86.25 % | 86.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,297 CHF | 86,946 CHF | 99.13% | 99.13% |
18/11/2024 | 0.75% | 87.55 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,265 CHF | 87,922 CHF | 98.23% | 98.23% |
15/11/2024 | 0.75% | 87.15 % | 87.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,623 CHF | 88,283 CHF | 97.00% | 97.00% |
14/11/2024 | 0.75% | 87.75 % | 88.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,969 CHF | 87,622 CHF | 94.60% | 94.60% |
13/11/2024 | 0.75% | 86.00 % | 86.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,594 CHF | 86,238 CHF | 96.87% | 96.87% |
12/11/2024 | 0.75% | 86.10 % | 86.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,345 CHF | 86,996 CHF | 51.50% | 51.50% |
11/11/2024 | 0.75% | 87.45 % | 88.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,582 CHF | 88,242 CHF | 98.81% | 98.81% |
08/11/2024 | 0.75% | 87.05 % | 87.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,836 CHF | 88,496 CHF | 53.71% | 53.71% |
07/11/2024 | 0.75% | 90.85 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,898 CHF | 91,584 CHF | 92.94% | 92.94% |