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% | 96.25 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,227 CHF | 96,955 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 96.20 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,988 CHF | 96,712 CHF | 99.99% | 99.99% |
18/11/2024 | 0.76% | 95.30 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,190 CHF | 95,916 CHF | 99.41% | 99.41% |
15/11/2024 | 0.75% | 95.00 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,136 CHF | 95,853 CHF | 98.41% | 98.41% |
14/11/2024 | 0.75% | 96.15 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,907 CHF | 96,631 CHF | 98.83% | 98.83% |
13/11/2024 | 0.74% | 95.65 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,718 CHF | 96,434 CHF | 71.14% | 71.14% |
12/11/2024 | 0.75% | 96.65 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,864 CHF | 97,594 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 97.40 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,467 CHF | 98,198 CHF | 99.81% | 99.81% |
08/11/2024 | 0.76% | 96.65 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,700 CHF | 97,441 CHF | 55.11% | 55.11% |
07/11/2024 | 0.75% | 96.60 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,797 CHF | 97,530 CHF | 97.67% | 97.67% |