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 | 0.77% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,349 CHF | 104,149 CHF | 97.95% | 97.95% |
19/11/2024 | 0.77% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,159 CHF | 103,959 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,139 CHF | 104,139 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,525 CHF | 104,525 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 104.00 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,896 CHF | 104,696 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 103.90 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,852 CHF | 104,652 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,004 CHF | 105,004 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,001 CHF | 105,001 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.90 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,942 CHF | 104,742 CHF | 100.00% | 100.00% |
07/11/2024 | 0.77% | 104.00 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,868 CHF | 104,668 CHF | 99.76% | 99.76% |