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% | 93.90 % | 94.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,355 CHF | 95,066 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 94.10 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,135 CHF | 94,843 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 94.45 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,368 CHF | 95,079 CHF | 99.13% | 99.13% |
15/11/2024 | 0.75% | 94.80 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,087 CHF | 95,803 CHF | 98.21% | 98.21% |
14/11/2024 | 0.75% | 95.55 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,221 CHF | 95,939 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 95.10 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,233 CHF | 95,952 CHF | 97.53% | 97.53% |
12/11/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,313 CHF | 97,037 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 96.90 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,902 CHF | 97,627 CHF | 98.00% | 98.00% |
08/11/2024 | 0.75% | 96.00 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,125 CHF | 96,849 CHF | 54.85% | 54.85% |
07/11/2024 | 0.75% | 97.25 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,972 CHF | 97,701 CHF | 94.28% | 94.28% |