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% | 90.15 % | 90.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,768 CHF | 91,451 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 90.45 % | 91.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,488 CHF | 91,169 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 91.00 % | 91.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,904 CHF | 91,590 CHF | 99.33% | 99.33% |
15/11/2024 | 0.75% | 91.40 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,765 CHF | 92,456 CHF | 98.31% | 98.31% |
14/11/2024 | 0.75% | 92.35 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,936 CHF | 92,631 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 91.75 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,878 CHF | 92,570 CHF | 97.63% | 97.63% |
12/11/2024 | 0.75% | 92.35 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,246 CHF | 93,946 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 94.00 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,989 CHF | 94,698 CHF | 98.08% | 98.08% |
08/11/2024 | 0.75% | 92.75 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,919 CHF | 93,619 CHF | 54.96% | 54.96% |
07/11/2024 | 0.75% | 94.35 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,962 CHF | 94,671 CHF | 94.36% | 94.36% |