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 | 0.70% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,678 CHF | 103,400 CHF | 98.46% | 98.46% |
19/11/2024 | 0.72% | 102.60 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,557 CHF | 103,302 CHF | 95.49% | 95.49% |
18/11/2024 | 0.77% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,503 CHF | 103,300 CHF | 98.06% | 98.06% |
15/11/2024 | 0.78% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,600 CHF | 103,400 CHF | 94.37% | 94.37% |
14/11/2024 | 0.78% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,600 CHF | 103,400 CHF | 98.91% | 98.91% |
13/11/2024 | 0.69% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,693 CHF | 103,406 CHF | 96.04% | 96.04% |
12/11/2024 | 0.78% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,701 CHF | 103,500 CHF | 98.08% | 98.08% |
11/11/2024 | 0.78% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,800 CHF | 103,600 CHF | 98.38% | 98.38% |
08/11/2024 | 0.78% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,800 CHF | 103,600 CHF | 52.36% | 52.36% |
07/11/2024 | 0.76% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,811 CHF | 103,600 CHF | 96.89% | 96.89% |