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% | 102.40 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,468 CHF | 103,231 CHF | 99.28% | 99.28% |
19/11/2024 | 0.77% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,264 CHF | 103,055 CHF | 98.46% | 98.46% |
18/11/2024 | 0.77% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,405 CHF | 103,193 CHF | 99.48% | 99.48% |
15/11/2024 | 0.77% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,633 CHF | 103,428 CHF | 98.47% | 98.47% |
14/11/2024 | 0.76% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,697 CHF | 103,480 CHF | 99.22% | 99.22% |
13/11/2024 | 0.72% | 102.60 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,559 CHF | 103,301 CHF | 96.29% | 96.29% |
12/11/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,684 CHF | 103,456 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.70 % | 103.50 % | 100,000 | 100,000 | 97,467 | 97,467 | 100,091 CHF | 100,879 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 102.60 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,585 CHF | 103,368 CHF | 53.01% | 53.01% |
07/11/2024 | 0.75% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,667 CHF | 103,445 CHF | 97.44% | 97.44% |