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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.74% | 99.30 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,193 CHF | 89.27% | 89.27% |
20/11/2024 | 0.75% | 98.95 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,954 CHF | 99,696 CHF | 99.80% | 99.80% |
19/11/2024 | 0.75% | 98.75 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,449 CHF | 99,191 CHF | 95.52% | 95.52% |
18/11/2024 | 0.75% | 98.50 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,187 CHF | 98,930 CHF | 90.95% | 90.95% |
15/11/2024 | 0.75% | 98.20 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,257 CHF | 100,004 CHF | 72.79% | 72.79% |
14/11/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,685 CHF | 101,445 CHF | 99.34% | 99.34% |
13/11/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,156 CHF | 97.58% | 97.58% |
12/11/2024 | 0.76% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,724 CHF | 101,491 CHF | 87.45% | 87.45% |
11/11/2024 | 0.76% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,739 CHF | 101,502 CHF | 56.31% | 56.31% |
08/11/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,365 CHF | 101,124 CHF | 55.01% | 55.01% |