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% | 96.20 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,575 CHF | 97,302 CHF | 98.98% | 98.98% |
19/11/2024 | 0.75% | 95.45 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,172 CHF | 95,890 CHF | 92.05% | 92.05% |
18/11/2024 | 0.75% | 96.00 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,157 CHF | 96,880 CHF | 72.69% | 72.69% |
15/11/2024 | 0.75% | 95.30 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,401 CHF | 96,119 CHF | 98.46% | 98.46% |
14/11/2024 | 0.75% | 95.40 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,943 CHF | 95,659 CHF | 97.06% | 97.06% |
13/11/2024 | 0.75% | 94.60 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,745 CHF | 95,461 CHF | 98.20% | 98.20% |
12/11/2024 | 0.75% | 93.95 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,276 CHF | 95,991 CHF | 76.71% | 76.71% |
11/11/2024 | 0.75% | 97.60 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,137 CHF | 98,877 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,989 CHF | 98,731 CHF | 55.10% | 55.10% |
07/11/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,710 CHF | 97,436 CHF | 97.06% | 97.06% |