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 | 0.72% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,900 CHF | 103,648 CHF | 70.70% | 70.70% |
19/11/2024 | 0.76% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,862 CHF | 103,644 CHF | 18.47% | 18.47% |
18/11/2024 | 0.71% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,900 CHF | 103,630 CHF | 88.44% | 88.44% |
15/11/2024 | 0.77% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,900 CHF | 103,700 CHF | 96.86% | 96.86% |
14/11/2024 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,800 CHF | 92.90% | 92.90% |
13/11/2024 | 0.75% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,900 CHF | 103,675 CHF | 96.86% | 96.86% |
12/11/2024 | 0.77% | 103.00 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,798 CHF | 97.47% | 97.47% |
11/11/2024 | 0.70% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,975 CHF | 103,700 CHF | 71.91% | 71.91% |
08/11/2024 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,800 CHF | 54.74% | 54.74% |
07/11/2024 | 0.74% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,990 CHF | 103,759 CHF | 96.05% | 96.05% |