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 | 0.61% | 81.08 % | 81.58 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,768 CHF | 82,268 CHF | 98.15% | 98.15% |
19/11/2024 | 0.61% | 81.85 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,978 CHF | 82,478 CHF | 89.38% | 89.38% |
18/11/2024 | 0.60% | 82.85 % | 83.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,673 CHF | 83,173 CHF | 99.67% | 99.67% |
15/11/2024 | 0.59% | 83.53 % | 84.03 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,079 CHF | 85,579 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 86.00 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,728 CHF | 86,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 85.09 % | 85.59 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,672 CHF | 86,172 CHF | 99.87% | 99.87% |
12/11/2024 | 0.57% | 86.50 % | 87.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,849 CHF | 87,349 CHF | 98.71% | 98.71% |
11/11/2024 | 0.57% | 87.56 % | 88.06 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,469 CHF | 87,969 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 87.32 % | 87.82 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,213 CHF | 87,713 CHF | 99.84% | 99.84% |
07/11/2024 | 0.57% | 87.56 % | 88.06 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,571 CHF | 88,071 CHF | 100.00% | 100.00% |