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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.75% | 98.65 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,839 CHF | 99,584 CHF | 99.66% | 99.66% |
20/11/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,300 CHF | 99,042 CHF | 99.38% | 99.38% |
19/11/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,520 CHF | 98,256 CHF | 97.08% | 97.08% |
18/11/2024 | 0.75% | 97.55 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,215 CHF | 97,949 CHF | 90.58% | 90.58% |
15/11/2024 | 0.75% | 97.35 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,649 CHF | 99,393 CHF | 96.09% | 96.09% |
14/11/2024 | 0.75% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,434 CHF | 101,190 CHF | 99.44% | 99.44% |
13/11/2024 | 0.74% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,125 CHF | 100,869 CHF | 96.65% | 96.65% |
12/11/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,555 CHF | 101,315 CHF | 97.57% | 97.57% |
11/11/2024 | 0.76% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,443 CHF | 101,212 CHF | 56.65% | 56.65% |
08/11/2024 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,981 CHF | 100,744 CHF | 54.23% | 54.23% |