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% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,104 CHF | 99,851 CHF | 99.28% | 99.28% |
19/11/2024 | 0.75% | 98.65 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,515 CHF | 99,257 CHF | 94.35% | 94.35% |
18/11/2024 | 0.75% | 99.10 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,106 CHF | 99,853 CHF | 99.44% | 99.44% |
15/11/2024 | 0.74% | 99.70 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,767 CHF | 100,512 CHF | 98.53% | 98.53% |
14/11/2024 | 0.75% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,934 CHF | 100,691 CHF | 99.22% | 99.22% |
13/11/2024 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,439 CHF | 100,189 CHF | 96.33% | 96.33% |
12/11/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,874 CHF | 100,629 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 100.30 % | 101.00 % | 100,000 | 100,000 | 97,467 | 97,467 | 97,663 CHF | 98,408 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 99.70 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,738 CHF | 100,491 CHF | 53.06% | 53.06% |
07/11/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,910 CHF | 100,665 CHF | 97.39% | 97.39% |