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 | 0.78% | 128.00 % | 129.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 128,000 CHF | 129,000 CHF | 98.15% | 98.15% |
19/11/2024 | 0.78% | 128.00 % | 129.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 128,000 CHF | 129,000 CHF | 93.72% | 93.72% |
18/11/2024 | 0.78% | 128.00 % | 129.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 128,000 CHF | 129,000 CHF | 71.28% | 71.28% |
15/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 88.34% | 88.34% |
14/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 63.23% | 63.23% |
13/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 73.63% | 73.63% |
12/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 51.30% | 51.30% |
11/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 77.69% | 77.69% |
08/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 86.92% | 86.92% |
07/11/2024 | 0.78% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,900 CHF | 128,900 CHF | 99.16% | 99.16% |