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% | 77.60 % | 78.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,971 CHF | 79,566 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 79.35 % | 79.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,001 CHF | 79,594 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 80.35 % | 80.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,755 CHF | 80,356 CHF | 92.17% | 92.17% |
15/11/2024 | 0.75% | 81.75 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,192 CHF | 83,818 CHF | 98.55% | 98.55% |
14/11/2024 | 0.75% | 85.00 % | 85.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,876 CHF | 85,515 CHF | 99.52% | 99.52% |
13/11/2024 | 0.75% | 83.15 % | 83.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,319 CHF | 83,945 CHF | 98.23% | 98.23% |
12/11/2024 | 0.75% | 84.35 % | 85.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,197 CHF | 85,837 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 85.85 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,121 CHF | 86,770 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 85.20 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,976 CHF | 85,616 CHF | 55.19% | 55.19% |
07/11/2024 | 0.75% | 85.20 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,174 CHF | 85,818 CHF | 97.74% | 97.74% |