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% | 103.60 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,600 CHF | 104,397 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,510 CHF | 104,296 CHF | 99.99% | 99.99% |
18/11/2024 | 0.74% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,531 CHF | 104,303 CHF | 99.44% | 99.44% |
15/11/2024 | 0.75% | 103.50 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,349 CHF | 104,130 CHF | 98.48% | 98.48% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.74% | 103.40 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,353 CHF | 104,123 CHF | 97.50% | 97.50% |
12/11/2024 | 0.75% | 103.20 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,292 CHF | 104,073 CHF | 96.80% | 96.80% |
11/11/2024 | 0.77% | 103.40 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,435 CHF | 104,230 CHF | 99.56% | 99.56% |
08/11/2024 | 0.74% | 103.50 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,435 CHF | 104,200 CHF | 55.11% | 55.11% |
07/11/2024 | 0.77% | 103.60 % | 104.30 % | 100,000 | 100,000 | 98,019 | 98,019 | 101,538 CHF | 102,309 CHF | 97.77% | 97.77% |