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 | 0.72% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,763 CHF | 104,512 CHF | 99.28% | 99.28% |
19/11/2024 | 0.76% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,646 CHF | 104,440 CHF | 98.46% | 98.46% |
18/11/2024 | 0.76% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,705 CHF | 104,500 CHF | 99.45% | 99.45% |
15/11/2024 | 0.75% | 103.90 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,905 CHF | 104,687 CHF | 98.53% | 98.53% |
14/11/2024 | 0.75% | 104.00 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,918 CHF | 104,700 CHF | 99.22% | 99.22% |
13/11/2024 | 0.71% | 103.90 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,861 CHF | 104,601 CHF | 96.34% | 96.34% |
12/11/2024 | 0.76% | 103.90 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,910 CHF | 104,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 103.90 % | 104.70 % | 100,000 | 100,000 | 97,467 | 97,467 | 101,273 CHF | 102,056 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.90 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,900 CHF | 104,699 CHF | 53.06% | 53.06% |
07/11/2024 | 0.75% | 104.00 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,963 CHF | 104,743 CHF | 97.35% | 97.35% |