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 | 0.76% | 88.55 % | 89.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,124 CHF | 89,799 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 88.85 % | 89.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,502 CHF | 89,165 CHF | 97.46% | 97.46% |
18/11/2024 | 0.75% | 88.65 % | 89.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,499 CHF | 89,164 CHF | 99.19% | 99.19% |
15/11/2024 | 0.75% | 88.80 % | 89.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,208 CHF | 89,882 CHF | 98.27% | 98.27% |
14/11/2024 | 0.75% | 90.25 % | 90.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,532 CHF | 90,209 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 88.30 % | 89.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,187 CHF | 88,851 CHF | 97.52% | 97.52% |
12/11/2024 | 0.75% | 88.60 % | 89.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,181 CHF | 89,852 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 90.95 % | 91.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,135 CHF | 91,824 CHF | 99.58% | 99.58% |
08/11/2024 | 0.75% | 90.35 % | 91.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,468 CHF | 91,149 CHF | 54.76% | 54.76% |
07/11/2024 | 0.75% | 91.60 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,113 CHF | 92,808 CHF | 96.24% | 96.24% |