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% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,518 CHF | 101,265 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,424 CHF | 101,188 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,639 CHF | 101,388 CHF | 99.51% | 99.51% |
15/11/2024 | 0.74% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,820 CHF | 101,573 CHF | 98.57% | 98.57% |
14/11/2024 | 0.74% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,139 CHF | 101,894 CHF | 99.24% | 99.24% |
13/11/2024 | 0.75% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,267 CHF | 102,029 CHF | 98.32% | 98.32% |
12/11/2024 | 0.74% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,217 CHF | 101,971 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,394 CHF | 102,135 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,201 CHF | 101,967 CHF | 55.19% | 55.19% |
07/11/2024 | 0.75% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,323 CHF | 102,091 CHF | 97.48% | 97.48% |