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 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 89.78% | 89.78% |
19/11/2024 | 0.74% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,253 CHF | 98.83% | 98.83% |
18/11/2024 | 0.78% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 98.58% | 98.58% |
15/11/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 98.28% | 98.28% |
14/11/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,261 CHF | 97.08% | 97.08% |
13/11/2024 | 0.69% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,200 CHF | 96.08% | 96.08% |
12/11/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 98.02% | 98.02% |
11/11/2024 | 0.89% | 101.60 % | 102.30 % | 100,000 | 100,000 | 82,511 | 82,511 | 83,779 CHF | 84,462 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 55.18% | 55.18% |
07/11/2024 | 1.02% | 101.60 % | 102.30 % | 100,000 | 100,000 | 72,165 | 72,165 | 73,236 CHF | 73,911 CHF | 94.66% | 94.66% |