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% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,103 CHF | 101,863 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,016 CHF | 101,780 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,983 CHF | 101,745 CHF | 99.17% | 99.17% |
15/11/2024 | 0.75% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,338 CHF | 102,101 CHF | 98.25% | 98.25% |
14/11/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,373 CHF | 102,132 CHF | 99.09% | 99.09% |
13/11/2024 | 0.76% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,292 CHF | 102,063 CHF | 97.57% | 97.57% |
12/11/2024 | 0.73% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,814 CHF | 102,565 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 102.10 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,071 CHF | 102,835 CHF | 98.04% | 98.04% |
08/11/2024 | 0.77% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,701 CHF | 102,485 CHF | 54.89% | 54.89% |
07/11/2024 | 0.75% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,007 CHF | 102,780 CHF | 94.32% | 94.32% |