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% | 96.50 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,925 CHF | 97,656 CHF | 98.98% | 98.98% |
19/11/2024 | 0.75% | 95.85 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,574 CHF | 96,296 CHF | 92.05% | 92.05% |
18/11/2024 | 0.75% | 96.35 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,491 CHF | 97,222 CHF | 72.75% | 72.75% |
15/11/2024 | 0.75% | 95.65 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,767 CHF | 96,492 CHF | 98.52% | 98.52% |
14/11/2024 | 0.75% | 95.80 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,336 CHF | 96,057 CHF | 97.06% | 97.06% |
13/11/2024 | 0.75% | 95.00 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,164 CHF | 95,885 CHF | 98.26% | 98.26% |
12/11/2024 | 0.75% | 94.55 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,778 CHF | 96,497 CHF | 76.71% | 76.71% |
11/11/2024 | 0.75% | 98.00 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,544 CHF | 99,287 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,376 CHF | 99,117 CHF | 55.16% | 55.16% |
07/11/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,959 CHF | 97,687 CHF | 97.11% | 97.11% |