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 | 0.80% | 105.70 % | 106.55 % | 100,000 | 1,000 | 100,000 | 1,000 | 105,700 CHF | 1,066 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 105.70 % | 106.55 % | 100,000 | 1,000 | 100,000 | 1,000 | 105,805 CHF | 1,067 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 105.81 % | 106.66 % | 100,000 | 1,000 | 100,000 | 1,000 | 105,810 CHF | 1,067 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 105.82 % | 106.67 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,704 CHF | 1,076 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.93 % | 107.79 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,902 CHF | 1,078 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 106.89 % | 107.75 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,913 CHF | 1,078 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 106.52 % | 107.38 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,438 CHF | 1,073 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 106.43 % | 107.28 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,402 CHF | 1,073 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 106.40 % | 107.25 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,381 CHF | 1,072 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 106.37 % | 107.22 % | 100,000 | 1,000 | 100,000 | 1,000 | 106,284 CHF | 1,071 CHF | 100.00% | 100.00% |