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% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,097 CHF | 101,848 CHF | 99.88% | 99.88% |
19/11/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,961 CHF | 101,729 CHF | 84.97% | 84.97% |
18/11/2024 | 0.74% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,911 CHF | 101,657 CHF | 78.69% | 78.69% |
15/11/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,002 CHF | 101,749 CHF | 98.23% | 98.23% |
14/11/2024 | 0.76% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,047 CHF | 101,817 CHF | 98.73% | 98.73% |
13/11/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,751 CHF | 101,510 CHF | 97.67% | 97.67% |
12/11/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,023 CHF | 101,780 CHF | 99.90% | 99.90% |
11/11/2024 | 0.74% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,580 CHF | 102,333 CHF | 96.56% | 96.56% |
08/11/2024 | 0.74% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,477 CHF | 102,235 CHF | 53.21% | 53.21% |
07/11/2024 | 0.75% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,816 CHF | 102,578 CHF | 71.36% | 71.36% |