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% | 93.85 % | 94.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,143 CHF | 94,850 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 94.50 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,335 CHF | 95,045 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 94.50 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,281 CHF | 94,992 CHF | 99.39% | 99.39% |
15/11/2024 | 0.75% | 93.95 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,999 CHF | 94,711 CHF | 98.45% | 98.45% |
14/11/2024 | 0.75% | 94.85 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,979 CHF | 94,690 CHF | 99.52% | 99.52% |
13/11/2024 | 0.75% | 92.85 % | 93.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,462 CHF | 93,160 CHF | 98.15% | 98.15% |
12/11/2024 | 0.75% | 92.35 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,904 CHF | 93,604 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 93.40 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,820 CHF | 94,525 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 93.80 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,994 CHF | 94,700 CHF | 55.09% | 55.09% |
07/11/2024 | 0.75% | 94.35 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,780 CHF | 95,495 CHF | 97.65% | 97.65% |