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 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,542 CHF | 100,560 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,367 CHF | 100,362 CHF | 93.70% | 93.70% |
18/11/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,546 CHF | 100,552 CHF | 76.53% | 76.53% |
15/11/2024 | 1.01% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,607 CHF | 100,614 CHF | 91.92% | 91.92% |
14/11/2024 | 1.01% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,676 CHF | 100,686 CHF | 63.28% | 63.28% |
13/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,408 CHF | 100,407 CHF | 73.46% | 73.46% |
12/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,714 CHF | 100,719 CHF | 50.66% | 50.66% |
11/11/2024 | 0.97% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,767 CHF | 100,737 CHF | 63.57% | 63.57% |
08/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,562 CHF | 100,556 CHF | 86.99% | 86.99% |
07/11/2024 | 1.00% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,542 CHF | 100,543 CHF | 99.16% | 99.16% |