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 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,946 CHF | 101,697 CHF | 99.69% | 99.69% |
19/11/2024 | 0.76% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,852 CHF | 101,618 CHF | 70.53% | 70.53% |
18/11/2024 | 0.77% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,915 CHF | 101,698 CHF | 99.41% | 99.41% |
15/11/2024 | 0.78% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,787 CHF | 98.52% | 98.52% |
14/11/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,066 CHF | 101,830 CHF | 94.67% | 94.67% |
13/11/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,902 CHF | 101,700 CHF | 98.14% | 98.14% |
12/11/2024 | 0.72% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,990 CHF | 101,715 CHF | 52.45% | 52.45% |
11/11/2024 | 0.73% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,987 CHF | 101,724 CHF | 98.86% | 98.86% |
08/11/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,014 CHF | 101,765 CHF | 53.06% | 53.06% |
07/11/2024 | 0.74% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,157 CHF | 101,904 CHF | 94.12% | 94.12% |