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 | 0.75% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,904 CHF | 103,683 CHF | 99.18% | 99.18% |
19/11/2024 | 0.76% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,893 CHF | 103,681 CHF | 99.99% | 99.99% |
18/11/2024 | 0.74% | 103.20 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,129 CHF | 103,892 CHF | 98.49% | 98.49% |
15/11/2024 | 0.74% | 103.30 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,359 CHF | 104,130 CHF | 98.24% | 98.24% |
14/11/2024 | 0.75% | 103.60 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,371 CHF | 104,147 CHF | 94.67% | 94.67% |
13/11/2024 | 0.76% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,041 CHF | 103,829 CHF | 97.91% | 97.91% |
12/11/2024 | 0.74% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,109 CHF | 103,879 CHF | 52.45% | 52.45% |
11/11/2024 | 0.75% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,129 CHF | 103,903 CHF | 99.85% | 99.85% |
08/11/2024 | 0.74% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,108 CHF | 103,875 CHF | 54.74% | 54.74% |
07/11/2024 | 0.75% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,507 CHF | 104,289 CHF | 93.86% | 93.86% |