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 | 0.77% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,892 CHF | 101,674 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,916 CHF | 101,694 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,005 CHF | 101,770 CHF | 99.46% | 99.46% |
15/11/2024 | 0.74% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,140 CHF | 101,889 CHF | 98.55% | 98.55% |
14/11/2024 | 0.74% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,131 CHF | 101,887 CHF | 94.67% | 94.67% |
13/11/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,939 CHF | 101,708 CHF | 98.17% | 98.17% |
12/11/2024 | 0.77% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,031 CHF | 101,809 CHF | 52.45% | 52.45% |
11/11/2024 | 0.75% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,032 CHF | 101,796 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,058 CHF | 101,829 CHF | 55.04% | 55.04% |
07/11/2024 | 0.74% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,323 CHF | 102,076 CHF | 94.17% | 94.17% |