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% | 98.80 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,163 CHF | 99,909 CHF | 99.28% | 99.28% |
19/11/2024 | 0.75% | 98.70 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,574 CHF | 99,317 CHF | 98.46% | 98.46% |
18/11/2024 | 0.75% | 99.30 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,267 CHF | 100,013 CHF | 99.46% | 99.46% |
15/11/2024 | 0.74% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,977 CHF | 100,719 CHF | 98.52% | 98.52% |
14/11/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,165 CHF | 100,921 CHF | 99.22% | 99.22% |
13/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,635 CHF | 100,389 CHF | 96.33% | 96.33% |
12/11/2024 | 0.75% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,093 CHF | 100,850 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 100.50 % | 101.30 % | 100,000 | 100,000 | 97,467 | 97,467 | 97,876 CHF | 98,621 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,946 CHF | 100,704 CHF | 53.05% | 53.05% |
07/11/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,173 CHF | 100,929 CHF | 97.42% | 97.42% |