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 | 1.12% | 88.55 % | 89.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,524 CHF | 89,524 CHF | 98.15% | 98.15% |
19/11/2024 | 1.15% | 87.30 % | 88.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,716 CHF | 87,716 CHF | 93.70% | 93.70% |
18/11/2024 | 1.15% | 86.15 % | 87.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,751 CHF | 87,751 CHF | 72.75% | 72.75% |
15/11/2024 | 1.13% | 87.10 % | 88.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,790 CHF | 88,790 CHF | 52.49% | 52.49% |
14/11/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,609 CHF | 94,609 CHF | 27.61% | 27.61% |
13/11/2024 | 1.09% | 92.05 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,168 CHF | 92,168 CHF | 62.04% | 62.04% |
12/11/2024 | 1.09% | 90.70 % | 91.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,350 CHF | 92,350 CHF | 18.45% | 18.45% |
11/11/2024 | 1.08% | 92.85 % | 93.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,255 CHF | 93,255 CHF | 77.86% | 77.86% |
08/11/2024 | 1.09% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,860 CHF | 91,860 CHF | 75.11% | 75.11% |
07/11/2024 | 1.10% | 89.80 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,213 CHF | 91,213 CHF | 97.35% | 97.35% |