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 | 1.08% | 91.05 % | 92.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,765 CHF | 92,765 CHF | 100.00% | 100.00% |
19/11/2024 | 1.09% | 91.38 % | 92.38 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,427 CHF | 92,427 CHF | 100.00% | 100.00% |
18/11/2024 | 1.08% | 92.23 % | 93.23 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,130 CHF | 93,130 CHF | 100.00% | 100.00% |
15/11/2024 | 1.07% | 92.64 % | 93.64 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,988 CHF | 93,988 CHF | 100.00% | 100.00% |
14/11/2024 | 1.07% | 93.57 % | 94.57 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,143 CHF | 94,143 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 93.00 % | 94.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,140 CHF | 94,140 CHF | 98.99% | 98.99% |
12/11/2024 | 1.05% | 93.70 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,517 CHF | 95,517 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 95.29 % | 96.29 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,371 CHF | 96,371 CHF | 100.00% | 100.00% |
08/11/2024 | 1.05% | 94.34 % | 95.34 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,558 CHF | 95,558 CHF | 100.00% | 100.00% |
07/11/2024 | 1.05% | 95.23 % | 96.23 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,889 CHF | 95,889 CHF | 100.00% | 100.00% |