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% | 96.85 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,861 CHF | 97,589 CHF | 99.07% | 99.07% |
19/11/2024 | 0.75% | 96.15 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,183 CHF | 96,906 CHF | 92.02% | 92.02% |
18/11/2024 | 0.75% | 97.05 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,974 CHF | 97,709 CHF | 98.35% | 98.35% |
15/11/2024 | 0.75% | 97.20 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,450 CHF | 98,185 CHF | 97.17% | 97.17% |
14/11/2024 | 0.75% | 97.80 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,204 CHF | 97,937 CHF | 99.26% | 99.26% |
13/11/2024 | 0.75% | 96.70 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,223 CHF | 96,945 CHF | 93.95% | 93.95% |
12/11/2024 | 0.75% | 97.40 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,898 CHF | 98,634 CHF | 98.05% | 98.05% |
11/11/2024 | 0.75% | 98.20 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,079 CHF | 98,822 CHF | 98.97% | 98.97% |
08/11/2024 | 0.74% | 97.40 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,475 CHF | 98,204 CHF | 53.94% | 53.94% |
07/11/2024 | 0.75% | 97.75 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,764 CHF | 98,503 CHF | 96.56% | 96.56% |