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 | 0.97% | 102.60 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,620 CHF | 103,620 CHF | 98.15% | 98.15% |
19/11/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,526 CHF | 103,526 CHF | 93.72% | 93.72% |
18/11/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,700 CHF | 103,700 CHF | 71.56% | 71.56% |
15/11/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,797 CHF | 103,797 CHF | 92.81% | 92.81% |
14/11/2024 | 0.97% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,846 CHF | 103,846 CHF | 63.20% | 63.20% |
13/11/2024 | 0.97% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,815 CHF | 103,815 CHF | 75.54% | 75.54% |
12/11/2024 | 0.97% | 102.90 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,961 CHF | 103,961 CHF | 50.29% | 50.29% |
11/11/2024 | 0.97% | 103.00 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,069 CHF | 104,069 CHF | 78.89% | 78.89% |
08/11/2024 | 0.97% | 103.00 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,997 CHF | 103,997 CHF | 86.77% | 86.77% |
07/11/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,053 CHF | 104,053 CHF | 99.16% | 99.16% |