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 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,377 CHF | 102,377 CHF | 98.15% | 98.15% |
19/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,292 CHF | 102,292 CHF | 93.72% | 93.72% |
18/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,273 CHF | 102,273 CHF | 80.10% | 80.10% |
15/11/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,254 CHF | 102,254 CHF | 88.15% | 88.15% |
14/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,397 CHF | 102,397 CHF | 65.44% | 65.44% |
13/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,384 CHF | 102,384 CHF | 73.70% | 73.70% |
12/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,536 CHF | 102,536 CHF | 49.42% | 49.42% |
11/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,641 CHF | 102,641 CHF | 77.72% | 77.72% |
08/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,519 CHF | 102,519 CHF | 86.99% | 86.99% |
07/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,512 CHF | 102,512 CHF | 99.16% | 99.16% |