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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.76% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,849 CHF | 101,618 CHF | 99.60% | 99.60% |
22/11/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,615 CHF | 101,372 CHF | 89.50% | 89.50% |
20/11/2024 | 0.75% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,801 CHF | 101,563 CHF | 95.85% | 95.85% |
19/11/2024 | 0.74% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,703 CHF | 101,456 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,671 CHF | 101,425 CHF | 99.17% | 99.17% |
15/11/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,073 CHF | 101,830 CHF | 98.20% | 98.20% |
14/11/2024 | 0.76% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,125 CHF | 101,892 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,113 CHF | 101,877 CHF | 97.51% | 97.51% |
12/11/2024 | 0.75% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,640 CHF | 102,409 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 102.00 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,980 CHF | 102,753 CHF | 97.96% | 97.96% |