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% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,580 CHF | 104,347 CHF | 98.40% | 98.40% |
19/11/2024 | 0.77% | 103.40 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,406 CHF | 104,201 CHF | 95.39% | 95.39% |
18/11/2024 | 0.76% | 103.50 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,416 CHF | 104,201 CHF | 97.97% | 97.97% |
15/11/2024 | 0.77% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,500 CHF | 104,300 CHF | 94.29% | 94.29% |
14/11/2024 | 0.77% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,500 CHF | 104,300 CHF | 98.85% | 98.85% |
13/11/2024 | 0.72% | 103.60 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,600 CHF | 104,353 CHF | 95.98% | 95.98% |
12/11/2024 | 0.76% | 103.60 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,686 CHF | 104,479 CHF | 98.01% | 98.01% |
11/11/2024 | 0.77% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,702 CHF | 104,500 CHF | 98.27% | 98.27% |
08/11/2024 | 0.77% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,700 CHF | 104,500 CHF | 52.28% | 52.28% |
07/11/2024 | 0.74% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,734 CHF | 104,500 CHF | 96.84% | 96.84% |