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 | 0.92% | 106.79 % | 107.79 % | 100,000 | 100,000 | 100,000 | 100,000 | 107,734 CHF | 108,734 CHF | 100.00% | 100.00% |
19/11/2024 | 0.93% | 107.45 % | 108.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 107,585 CHF | 108,585 CHF | 100.00% | 100.00% |
18/11/2024 | 0.91% | 108.96 % | 109.96 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,359 CHF | 110,359 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 109.92 % | 110.92 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,584 CHF | 111,584 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 113.74 % | 114.74 % | 100,000 | 100,000 | 100,000 | 100,000 | 113,094 CHF | 114,094 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 113.97 % | 114.97 % | 100,000 | 100,000 | 100,000 | 100,000 | 114,439 CHF | 115,439 CHF | 99.38% | 99.38% |
12/11/2024 | 0.87% | 113.79 % | 114.79 % | 100,000 | 100,000 | 100,000 | 100,000 | 114,210 CHF | 115,210 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 115.71 % | 116.71 % | 100,000 | 100,000 | 100,000 | 100,000 | 115,671 CHF | 116,671 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 113.88 % | 114.88 % | 100,000 | 100,000 | 100,000 | 100,000 | 114,479 CHF | 115,479 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 115.96 % | 116.96 % | 100,000 | 100,000 | 100,000 | 100,000 | 115,667 CHF | 116,667 CHF | 100.00% | 100.00% |