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 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,484 CHF | 97,484 CHF | 98.15% | 98.15% |
19/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,696 CHF | 97,696 CHF | 93.70% | 93.70% |
18/11/2024 | 1.02% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,199 CHF | 98,199 CHF | 76.08% | 76.08% |
15/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,812 CHF | 98,812 CHF | 92.35% | 92.35% |
14/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,584 CHF | 98,584 CHF | 63.62% | 63.62% |
13/11/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,653 CHF | 98,653 CHF | 73.83% | 73.83% |
12/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,538 CHF | 98,538 CHF | 51.19% | 51.19% |
11/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,598 CHF | 98,598 CHF | 77.10% | 77.10% |
08/11/2024 | 1.03% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,020 CHF | 98,020 CHF | 86.83% | 86.83% |
07/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,950 CHF | 97,950 CHF | 99.16% | 99.16% |