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 | 1.07% | 90.75 % | 91.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,641 CHF | 93,641 CHF | 98.15% | 98.15% |
19/11/2024 | 1.08% | 92.50 % | 93.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,354 CHF | 93,354 CHF | 93.70% | 93.70% |
18/11/2024 | 1.08% | 92.30 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,833 CHF | 92,833 CHF | 75.60% | 75.60% |
15/11/2024 | 1.07% | 92.35 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,621 CHF | 93,621 CHF | 92.50% | 92.50% |
14/11/2024 | 1.07% | 93.60 % | 94.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,361 CHF | 94,361 CHF | 63.47% | 63.47% |
13/11/2024 | 1.07% | 92.45 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,899 CHF | 93,899 CHF | 74.36% | 74.36% |
12/11/2024 | 1.08% | 92.20 % | 93.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,023 CHF | 93,023 CHF | 51.65% | 51.65% |
11/11/2024 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,094 CHF | 93,094 CHF | 80.13% | 80.13% |
08/11/2024 | 1.09% | 91.35 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,487 CHF | 92,487 CHF | 86.84% | 86.84% |
07/11/2024 | 1.09% | 91.65 % | 92.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,585 CHF | 92,585 CHF | 99.16% | 99.16% |