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% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 98.65% | 98.65% |
19/11/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 68.76% | 68.76% |
18/11/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 96.89% | 96.89% |
15/11/2024 | 0.96% | 100.80 % | 101.50 % | 100,000 | 100,000 | 82,183 | 82,183 | 82,787 CHF | 83,529 CHF | 98.23% | 98.23% |
14/11/2024 | 0.77% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,579 CHF | 89.41% | 89.41% |
13/11/2024 | 0.71% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,515 CHF | 87.22% | 87.22% |
12/11/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,600 CHF | 99.90% | 99.90% |
11/11/2024 | 0.71% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,886 CHF | 101,600 CHF | 67.98% | 67.98% |
08/11/2024 | 0.70% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,896 CHF | 101,600 CHF | 34.75% | 34.75% |
07/11/2024 | 0.72% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,975 CHF | 101,700 CHF | 72.03% | 72.03% |