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 | 97,014 CHF | 97,744 CHF | 99.28% | 99.28% |
19/11/2024 | 0.75% | 96.40 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,217 CHF | 96,942 CHF | 94.61% | 94.61% |
18/11/2024 | 0.75% | 97.10 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,066 CHF | 97,799 CHF | 99.41% | 99.41% |
15/11/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,969 CHF | 98,709 CHF | 98.47% | 98.47% |
14/11/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,208 CHF | 98,948 CHF | 99.22% | 99.22% |
13/11/2024 | 0.75% | 97.70 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,527 CHF | 98,262 CHF | 96.29% | 96.29% |
12/11/2024 | 0.75% | 97.45 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,139 CHF | 98,878 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 98.75 % | 99.50 % | 100,000 | 100,000 | 97,467 | 97,467 | 96,134 CHF | 96,872 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 97.95 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,987 CHF | 98,724 CHF | 53.01% | 53.01% |
07/11/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,237 CHF | 98,977 CHF | 97.40% | 97.40% |