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% | 92.75 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,153 CHF | 93,853 CHF | 99.32% | 99.32% |
19/11/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,908 CHF | 93,608 CHF | 99.25% | 99.25% |
18/11/2024 | 0.75% | 93.95 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,683 CHF | 94,386 CHF | 98.50% | 98.50% |
15/11/2024 | 0.75% | 93.70 % | 94.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,070 CHF | 94,776 CHF | 97.32% | 97.32% |
14/11/2024 | 0.75% | 94.45 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,745 CHF | 94,451 CHF | 94.67% | 94.67% |
13/11/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,556 CHF | 93,253 CHF | 97.04% | 97.04% |
12/11/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,080 CHF | 93,780 CHF | 51.66% | 51.66% |
11/11/2024 | 0.75% | 93.65 % | 94.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,790 CHF | 94,499 CHF | 98.81% | 98.81% |
08/11/2024 | 0.75% | 93.35 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,960 CHF | 94,668 CHF | 53.79% | 53.79% |
07/11/2024 | 0.75% | 96.10 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,119 CHF | 96,844 CHF | 93.15% | 93.15% |