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 | 0.75% | 103.80 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,885 CHF | 104,663 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 103.80 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,796 CHF | 104,581 CHF | 99.99% | 99.99% |
18/11/2024 | 0.76% | 103.80 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,807 CHF | 104,594 CHF | 99.49% | 99.49% |
15/11/2024 | 0.73% | 103.80 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,679 CHF | 104,443 CHF | 98.52% | 98.52% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.73% | 103.70 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,673 CHF | 104,433 CHF | 97.54% | 97.54% |
12/11/2024 | 0.76% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,602 CHF | 104,392 CHF | 96.80% | 96.80% |
11/11/2024 | 0.76% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,737 CHF | 104,532 CHF | 99.56% | 99.56% |
08/11/2024 | 0.75% | 103.80 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,717 CHF | 104,500 CHF | 55.15% | 55.15% |
07/11/2024 | 0.76% | 103.90 % | 104.60 % | 100,000 | 100,000 | 97,970 | 97,970 | 101,767 CHF | 102,536 CHF | 96.42% | 96.42% |