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% | 98.00 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,338 CHF | 99,079 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 98.05 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,057 CHF | 98,795 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 98.35 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,269 CHF | 99,008 CHF | 90.88% | 90.88% |
15/11/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,773 CHF | 99,518 CHF | 98.46% | 98.46% |
14/11/2024 | 0.75% | 98.80 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,723 CHF | 99,466 CHF | 79.23% | 79.23% |
13/11/2024 | 0.75% | 98.40 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,507 CHF | 99,248 CHF | 74.45% | 74.45% |
12/11/2024 | 0.75% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,320 CHF | 100,070 CHF | 74.31% | 74.31% |
11/11/2024 | 0.78% | 99.05 % | 99.80 % | 100,000 | 100,000 | 96,661 | 96,661 | 95,919 CHF | 96,658 CHF | 74.49% | 74.49% |
08/11/2024 | 0.75% | 98.70 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,802 CHF | 99,547 CHF | 54.46% | 54.46% |
07/11/2024 | 0.75% | 99.10 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,081 CHF | 99,828 CHF | 97.39% | 97.39% |