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% | 92.25 % | 92.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,763 CHF | 93,463 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 92.55 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,573 CHF | 93,270 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 92.85 % | 93.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,769 CHF | 93,470 CHF | 99.43% | 99.43% |
15/11/2024 | 0.75% | 93.20 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,511 CHF | 94,218 CHF | 98.42% | 98.42% |
14/11/2024 | 0.75% | 93.95 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,633 CHF | 94,339 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 93.50 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,608 CHF | 94,315 CHF | 97.74% | 97.74% |
12/11/2024 | 0.75% | 94.00 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,724 CHF | 95,435 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 95.35 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,365 CHF | 96,082 CHF | 98.15% | 98.15% |
08/11/2024 | 0.75% | 94.30 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,471 CHF | 95,180 CHF | 55.07% | 55.07% |
07/11/2024 | 0.75% | 95.70 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,372 CHF | 96,092 CHF | 94.45% | 94.45% |