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 | 0.79% | 97.63 % | 98.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,763 CHF | 59,230 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 98.00 % | 98.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,610 CHF | 59,075 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 97.83 % | 98.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,778 CHF | 59,246 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 97.12 % | 97.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,956 CHF | 59,423 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 99.15 % | 99.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,200 CHF | 59,669 CHF | 99.68% | 99.68% |
13/11/2024 | 0.79% | 98.31 % | 99.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,018 CHF | 59,486 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 98.49 % | 99.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,298 CHF | 59,766 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 99.08 % | 99.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,685 CHF | 60,159 CHF | 84.60% | 84.60% |
08/11/2024 | 0.79% | 99.30 % | 100.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,599 CHF | 60,073 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 99.55 % | 100.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,738 CHF | 60,212 CHF | 100.00% | 100.00% |