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% | 106.90 % | 107.71 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,765 CHF | 199,264 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 106.91 % | 107.72 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,784 CHF | 199,282 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 106.84 % | 107.65 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,654 CHF | 199,152 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 106.71 % | 107.52 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,420 CHF | 198,919 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 106.84 % | 107.65 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,504 CHF | 199,002 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 106.57 % | 107.38 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,190 CHF | 198,689 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 106.60 % | 107.41 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,374 CHF | 198,872 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 106.70 % | 107.51 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,834 CHF | 199,333 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 106.83 % | 107.64 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,683 CHF | 199,182 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 106.89 % | 107.70 % | 185,000 | 185,000 | 185,000 | 185,000 | 197,746 CHF | 199,245 CHF | 100.00% | 100.00% |