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 | 0.79% | 99.79 % | 100.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,885 CHF | 60,359 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 99.86 % | 100.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,914 CHF | 60,388 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 99.67 % | 100.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,840 CHF | 60,314 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 99.69 % | 100.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,849 CHF | 60,323 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 99.88 % | 100.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,808 CHF | 60,282 CHF | 99.71% | 99.71% |
13/11/2024 | 0.79% | 99.48 % | 100.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,646 CHF | 60,120 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 99.46 % | 100.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,698 CHF | 60,172 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 99.64 % | 100.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,804 CHF | 60,278 CHF | 84.63% | 84.63% |
08/11/2024 | 0.79% | 99.61 % | 100.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,814 CHF | 60,288 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 99.73 % | 100.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,833 CHF | 60,307 CHF | 100.00% | 100.00% |