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% | 88.10 % | 88.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,395 CHF | 89,061 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 88.30 % | 88.95 % | 100,000 | 100,000 | 97,812 | 97,812 | 86,612 CHF | 87,275 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 90.35 % | 91.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,223 CHF | 90,903 CHF | 99.51% | 99.51% |
15/11/2024 | 0.75% | 89.60 % | 90.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,204 CHF | 90,884 CHF | 97.49% | 97.49% |
14/11/2024 | 0.75% | 91.10 % | 91.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,591 CHF | 91,272 CHF | 93.01% | 93.01% |
13/11/2024 | 0.75% | 89.70 % | 90.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,805 CHF | 90,483 CHF | 98.25% | 98.25% |
12/11/2024 | 0.75% | 90.00 % | 90.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,346 CHF | 91,029 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 91.30 % | 92.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,659 CHF | 92,349 CHF | 98.45% | 98.45% |
08/11/2024 | 0.75% | 91.30 % | 92.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,436 CHF | 92,123 CHF | 47.49% | 47.49% |
07/11/2024 | 0.75% | 91.80 % | 92.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,078 CHF | 92,771 CHF | 90.12% | 90.12% |