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% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 39.07% | 39.07% |
19/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 52.77% | 52.77% |
18/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 88.92% | 88.92% |
15/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 81.45% | 81.45% |
14/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 99.44% | 99.44% |
13/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 97.75% | 97.75% |
12/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 38.52% | 38.52% |
11/11/2024 | 0.80% | 129.30 % | 130.30 % | 100,000 | 100,000 | 97,213 | 97,213 | 125,688 CHF | 126,676 CHF | 91.77% | 91.77% |
08/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 53.25% | 53.25% |
07/11/2024 | 0.77% | 129.30 % | 130.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 129,300 CHF | 130,300 CHF | 63.32% | 63.32% |