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% | 84.00 % | 84.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,677 CHF | 85,315 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 84.30 % | 84.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,935 CHF | 84,562 CHF | 97.46% | 97.46% |
18/11/2024 | 0.75% | 84.00 % | 84.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,949 CHF | 84,582 CHF | 94.51% | 94.51% |
15/11/2024 | 0.75% | 84.30 % | 84.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,771 CHF | 85,409 CHF | 98.21% | 98.21% |
14/11/2024 | 0.75% | 85.90 % | 86.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,088 CHF | 85,726 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 83.75 % | 84.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,597 CHF | 84,228 CHF | 97.45% | 97.45% |
12/11/2024 | 0.75% | 84.10 % | 84.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,723 CHF | 85,362 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 86.65 % | 87.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,847 CHF | 87,501 CHF | 99.65% | 99.65% |
08/11/2024 | 0.75% | 86.00 % | 86.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,114 CHF | 86,760 CHF | 54.75% | 54.75% |
07/11/2024 | 0.75% | 87.40 % | 88.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,993 CHF | 88,657 CHF | 96.19% | 96.19% |