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 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,915 CHF | 94,915 CHF | 95.37% | 95.37% |
19/11/2024 | 1.06% | 93.35 % | 94.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,423 CHF | 94,423 CHF | 93.69% | 93.69% |
18/11/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,460 CHF | 94,460 CHF | 71.77% | 71.77% |
15/11/2024 | 1.07% | 93.45 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,325 CHF | 94,325 CHF | 91.69% | 91.69% |
14/11/2024 | 1.07% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,705 CHF | 93,705 CHF | 63.16% | 63.16% |
13/11/2024 | 1.07% | 92.95 % | 93.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,371 CHF | 94,371 CHF | 62.33% | 62.33% |
12/11/2024 | 1.06% | 93.35 % | 94.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,653 CHF | 94,653 CHF | 31.67% | 31.67% |
11/11/2024 | 1.05% | 94.50 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,871 CHF | 95,871 CHF | 78.73% | 78.73% |
08/11/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,858 CHF | 96,858 CHF | 75.94% | 75.94% |
07/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,692 CHF | 98,692 CHF | 99.16% | 99.16% |