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% | 91.60 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,132 CHF | 92,826 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 91.85 % | 92.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,866 CHF | 92,558 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 92.25 % | 92.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,166 CHF | 92,860 CHF | 99.24% | 99.24% |
15/11/2024 | 0.75% | 92.65 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,995 CHF | 93,696 CHF | 98.34% | 98.34% |
14/11/2024 | 0.75% | 93.50 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,150 CHF | 93,851 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 92.95 % | 93.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,062 CHF | 93,763 CHF | 97.67% | 97.67% |
12/11/2024 | 0.75% | 93.50 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,317 CHF | 95,028 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 95.00 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,018 CHF | 95,732 CHF | 98.13% | 98.13% |
08/11/2024 | 0.76% | 93.85 % | 94.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,029 CHF | 94,745 CHF | 54.99% | 54.99% |
07/11/2024 | 0.75% | 95.35 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,028 CHF | 95,739 CHF | 94.40% | 94.40% |