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 | 0.97% | 102.00 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,116 CHF | 103,116 CHF | 98.15% | 98.15% |
19/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,588 CHF | 102,588 CHF | 93.72% | 93.72% |
18/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,856 CHF | 102,856 CHF | 78.02% | 78.02% |
15/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,068 CHF | 103,068 CHF | 92.75% | 92.75% |
14/11/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,974 CHF | 102,974 CHF | 65.47% | 65.47% |
13/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,371 CHF | 102,371 CHF | 74.84% | 74.84% |
12/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,679 CHF | 102,679 CHF | 50.98% | 50.98% |
11/11/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,908 CHF | 102,908 CHF | 79.21% | 79.21% |
08/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,645 CHF | 102,645 CHF | 86.81% | 86.81% |
07/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,845 CHF | 102,845 CHF | 99.16% | 99.16% |