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 | 0.69% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,000 CHF | 83.62% | 83.62% |
19/11/2024 | 0.69% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,000 CHF | 94.20% | 94.20% |
18/11/2024 | 0.79% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,000 CHF | 97.17% | 97.17% |
15/11/2024 | 0.79% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,000 CHF | 94.56% | 94.56% |
14/11/2024 | 0.69% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,000 CHF | 97.38% | 97.38% |
13/11/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 87.56% | 87.56% |
12/11/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 98.76% | 98.76% |
11/11/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 99.11% | 99.11% |
08/11/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 55.00% | 55.00% |
07/11/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 97.51% | 97.51% |