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 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,935 CHF | 99,682 CHF | 100.00% | 100.00% |
22/11/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,864 CHF | 99,609 CHF | 99.89% | 99.89% |
20/11/2024 | 0.75% | 98.10 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,325 CHF | 99,064 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,102 CHF | 98,842 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,196 CHF | 98,937 CHF | 90.84% | 90.84% |
15/11/2024 | 0.75% | 98.40 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,559 CHF | 99,304 CHF | 98.41% | 98.41% |
14/11/2024 | 0.75% | 98.60 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,474 CHF | 99,217 CHF | 79.33% | 79.33% |
13/11/2024 | 0.75% | 98.15 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,240 CHF | 98,981 CHF | 74.41% | 74.41% |
12/11/2024 | 0.75% | 98.45 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,854 CHF | 99,600 CHF | 74.23% | 74.23% |
11/11/2024 | 0.79% | 98.60 % | 99.35 % | 100,000 | 100,000 | 96,661 | 96,661 | 95,459 CHF | 96,197 CHF | 74.49% | 74.49% |