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% | 102.30 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,485 CHF | 103,250 CHF | 98.98% | 98.98% |
19/11/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,830 CHF | 102,599 CHF | 99.99% | 99.99% |
18/11/2024 | 0.76% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,233 CHF | 103,009 CHF | 82.13% | 82.13% |
15/11/2024 | 0.75% | 102.00 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,026 CHF | 102,798 CHF | 98.48% | 98.48% |
14/11/2024 | 0.75% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,816 CHF | 102,582 CHF | 97.92% | 97.92% |
13/11/2024 | 0.76% | 101.70 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,736 CHF | 102,512 CHF | 98.22% | 98.22% |
12/11/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,770 CHF | 102,533 CHF | 76.71% | 76.71% |
11/11/2024 | 0.76% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,047 CHF | 103,830 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,008 CHF | 103,787 CHF | 55.12% | 55.12% |
07/11/2024 | 0.75% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,325 CHF | 103,097 CHF | 97.08% | 97.08% |