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% | 93.65 % | 94.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,982 CHF | 94,693 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 94.45 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,248 CHF | 94,961 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 94.40 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,221 CHF | 94,933 CHF | 99.33% | 99.33% |
15/11/2024 | 0.75% | 93.90 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,949 CHF | 94,660 CHF | 98.44% | 98.44% |
14/11/2024 | 0.75% | 94.80 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,906 CHF | 94,611 CHF | 99.52% | 99.52% |
13/11/2024 | 0.75% | 92.80 % | 93.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,417 CHF | 93,117 CHF | 98.14% | 98.14% |
12/11/2024 | 0.75% | 92.30 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,854 CHF | 93,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 93.35 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,755 CHF | 94,461 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 93.75 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,940 CHF | 94,645 CHF | 55.08% | 55.08% |
07/11/2024 | 0.75% | 94.40 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,801 CHF | 95,515 CHF | 97.64% | 97.64% |