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% | 94.50 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,990 CHF | 95,706 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 94.75 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,783 CHF | 95,495 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 95.15 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,042 CHF | 95,755 CHF | 99.26% | 99.26% |
15/11/2024 | 0.75% | 95.50 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,822 CHF | 96,544 CHF | 98.27% | 98.27% |
14/11/2024 | 0.75% | 96.25 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,946 CHF | 96,670 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 95.75 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,858 CHF | 96,579 CHF | 97.58% | 97.58% |
12/11/2024 | 0.75% | 96.25 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,018 CHF | 97,748 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 97.65 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,651 CHF | 98,385 CHF | 98.04% | 98.04% |
08/11/2024 | 0.75% | 96.60 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,762 CHF | 97,495 CHF | 54.91% | 54.91% |
07/11/2024 | 0.75% | 97.95 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,653 CHF | 98,391 CHF | 94.32% | 94.32% |