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% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,827 CHF | 95,544 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 94.60 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,610 CHF | 95,323 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 94.90 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,805 CHF | 95,520 CHF | 99.20% | 99.20% |
15/11/2024 | 0.75% | 95.25 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,521 CHF | 96,240 CHF | 98.28% | 98.28% |
14/11/2024 | 0.75% | 95.95 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,630 CHF | 96,350 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 95.45 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,557 CHF | 96,278 CHF | 97.60% | 97.60% |
12/11/2024 | 0.75% | 95.95 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,624 CHF | 97,351 CHF | 96.49% | 96.49% |
11/11/2024 | 0.76% | 97.15 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,164 CHF | 97,901 CHF | 98.07% | 98.07% |
08/11/2024 | 0.75% | 96.20 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,351 CHF | 97,081 CHF | 54.93% | 54.93% |
07/11/2024 | 0.75% | 97.45 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,147 CHF | 97,880 CHF | 94.35% | 94.35% |