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% | 95.85 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,161 CHF | 96,885 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 95.85 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,874 CHF | 96,598 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 96.10 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,034 CHF | 96,757 CHF | 90.92% | 90.92% |
15/11/2024 | 0.75% | 96.30 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,502 CHF | 97,226 CHF | 98.52% | 98.52% |
14/11/2024 | 0.75% | 96.55 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,435 CHF | 97,161 CHF | 79.10% | 79.10% |
13/11/2024 | 0.75% | 96.10 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,189 CHF | 96,914 CHF | 74.52% | 74.52% |
12/11/2024 | 0.75% | 96.50 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,987 CHF | 97,718 CHF | 74.47% | 74.47% |
11/11/2024 | 0.79% | 96.70 % | 97.40 % | 100,000 | 100,000 | 96,661 | 96,661 | 93,651 CHF | 94,373 CHF | 74.49% | 74.49% |
08/11/2024 | 0.75% | 96.35 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,403 CHF | 97,128 CHF | 54.53% | 54.53% |
07/11/2024 | 0.75% | 96.65 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,636 CHF | 97,363 CHF | 97.44% | 97.44% |