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 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,059 CHF | 100,819 CHF | 98.87% | 98.87% |
19/11/2024 | 0.75% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,540 CHF | 100,293 CHF | 91.88% | 91.88% |
18/11/2024 | 0.75% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,856 CHF | 98.20% | 98.20% |
15/11/2024 | 0.75% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,477 CHF | 101,233 CHF | 96.96% | 96.96% |
14/11/2024 | 0.76% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,289 CHF | 101,054 CHF | 99.22% | 99.22% |
13/11/2024 | 0.75% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,582 CHF | 100,334 CHF | 93.75% | 93.75% |
12/11/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,806 CHF | 101,565 CHF | 97.86% | 97.86% |
11/11/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,867 CHF | 101,632 CHF | 98.84% | 98.84% |
08/11/2024 | 0.75% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,409 CHF | 101,165 CHF | 53.83% | 53.83% |
07/11/2024 | 0.75% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,533 CHF | 101,295 CHF | 96.39% | 96.39% |