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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.07% | 93.24 % | 94.24 % | 100,000 | 10,000 | 100,000 | 10,000 | 93,296 CHF | 9,430 CHF | 100.00% | 100.00% |
22/11/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 10,000 | 100,000 | 10,000 | 93,478 CHF | 9,448 CHF | 100.00% | 100.00% |
20/11/2024 | 1.07% | 92.98 % | 93.98 % | 100,000 | 10,000 | 100,000 | 10,000 | 93,264 CHF | 9,426 CHF | 100.00% | 100.00% |
19/11/2024 | 1.07% | 93.18 % | 94.18 % | 100,000 | 10,000 | 100,000 | 10,000 | 93,226 CHF | 9,423 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 93.87 % | 94.87 % | 100,000 | 10,000 | 100,000 | 10,000 | 93,845 CHF | 9,484 CHF | 100.00% | 100.00% |
15/11/2024 | 1.06% | 93.83 % | 94.83 % | 100,000 | 10,000 | 100,000 | 10,000 | 94,116 CHF | 9,512 CHF | 100.00% | 100.00% |
14/11/2024 | 1.05% | 94.95 % | 95.95 % | 100,000 | 10,000 | 100,000 | 10,000 | 94,638 CHF | 9,564 CHF | 100.00% | 100.00% |
13/11/2024 | 1.05% | 94.32 % | 95.32 % | 100,000 | 10,000 | 100,000 | 10,000 | 94,397 CHF | 9,540 CHF | 99.31% | 99.31% |
12/11/2024 | 1.05% | 94.34 % | 95.34 % | 100,000 | 10,000 | 100,000 | 10,000 | 94,563 CHF | 9,556 CHF | 100.00% | 100.00% |
11/11/2024 | 1.05% | 95.11 % | 96.11 % | 100,000 | 10,000 | 100,000 | 10,000 | 95,140 CHF | 9,614 CHF | 100.00% | 100.00% |