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 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,881 CHF | 100,883 CHF | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,349 CHF | 100,347 CHF | 93.69% | 93.69% |
18/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,634 CHF | 101,634 CHF | 74.11% | 74.11% |
15/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,986 CHF | 101,986 CHF | 91.63% | 91.63% |
14/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,190 CHF | 101,190 CHF | 29.92% | 29.92% |
13/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,096 CHF | 99,096 CHF | 62.04% | 62.04% |
12/11/2024 | 1.01% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,401 CHF | 99,401 CHF | 51.94% | 51.94% |
11/11/2024 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,142 CHF | 100,141 CHF | 78.73% | 78.73% |
08/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,358 CHF | 99,358 CHF | 86.81% | 86.81% |
07/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,553 CHF | 99,553 CHF | 99.16% | 99.16% |