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 | 0.95% | 104.30 % | 105.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,421 CHF | 105,421 CHF | 98.23% | 98.23% |
19/11/2024 | 0.95% | 104.30 % | 105.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,392 CHF | 105,392 CHF | 93.72% | 93.72% |
18/11/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,555 CHF | 105,555 CHF | 70.55% | 70.55% |
15/11/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,719 CHF | 105,719 CHF | 93.11% | 93.11% |
14/11/2024 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,855 CHF | 105,855 CHF | 65.35% | 65.35% |
13/11/2024 | 0.95% | 104.70 % | 105.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,784 CHF | 105,784 CHF | 75.02% | 75.02% |
12/11/2024 | 0.95% | 104.90 % | 105.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,997 CHF | 105,997 CHF | 51.40% | 51.40% |
11/11/2024 | 0.95% | 105.30 % | 106.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,256 CHF | 106,256 CHF | 77.79% | 77.79% |
08/11/2024 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,957 CHF | 105,957 CHF | 87.02% | 87.02% |
07/11/2024 | 0.95% | 105.10 % | 106.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,142 CHF | 106,142 CHF | 99.33% | 99.33% |