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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.75% | 102.50 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,458 CHF | 103,231 CHF | 99.58% | 99.58% |
20/11/2024 | 0.77% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,312 CHF | 103,100 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,330 CHF | 103,100 CHF | 99.94% | 99.94% |
18/11/2024 | 0.78% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,400 CHF | 103,199 CHF | 97.48% | 97.48% |
15/11/2024 | 0.77% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,400 CHF | 103,193 CHF | 98.47% | 98.47% |
14/11/2024 | 0.75% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,335 CHF | 103,101 CHF | 99.57% | 99.57% |
13/11/2024 | 0.72% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,174 CHF | 102,908 CHF | 98.18% | 98.18% |
12/11/2024 | 0.74% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,169 CHF | 102,928 CHF | 99.36% | 99.36% |
11/11/2024 | 0.70% | 102.30 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,300 CHF | 103,015 CHF | 95.09% | 95.09% |
08/11/2024 | 0.68% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 102,900 CHF | 54.90% | 54.90% |