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 | 1.18% | 83.20 % | 84.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,014 CHF | 85,014 CHF | 95.37% | 95.37% |
19/11/2024 | 1.18% | 83.95 % | 84.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,148 CHF | 85,148 CHF | 93.70% | 93.70% |
18/11/2024 | 1.18% | 85.10 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,608 CHF | 85,608 CHF | 76.10% | 76.10% |
15/11/2024 | 1.18% | 84.10 % | 85.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,262 CHF | 85,262 CHF | 92.13% | 92.13% |
14/11/2024 | 1.19% | 83.40 % | 84.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,303 CHF | 84,303 CHF | 63.27% | 63.27% |
13/11/2024 | 1.23% | 79.95 % | 80.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,856 CHF | 81,856 CHF | 75.45% | 75.45% |
12/11/2024 | 1.22% | 80.45 % | 81.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,467 CHF | 82,467 CHF | 51.51% | 51.51% |
11/11/2024 | 1.20% | 82.15 % | 83.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,559 CHF | 83,559 CHF | 79.47% | 79.47% |
08/11/2024 | 1.20% | 81.95 % | 82.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,889 CHF | 83,889 CHF | 86.95% | 86.95% |
07/11/2024 | 1.18% | 84.25 % | 85.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,388 CHF | 85,388 CHF | 99.16% | 99.16% |