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 | 0.79% | 100.90 % | 101.70 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,573 CHF | 61,053 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 100.85 % | 101.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,471 CHF | 60,951 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.86 % | 101.66 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,530 CHF | 61,010 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.94 % | 101.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,560 CHF | 61,040 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.87 % | 101.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,501 CHF | 60,981 CHF | 99.70% | 99.70% |
13/11/2024 | 0.79% | 100.67 % | 101.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,442 CHF | 60,922 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.78 % | 101.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,483 CHF | 60,963 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.83 % | 101.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,484 CHF | 60,964 CHF | 84.62% | 84.62% |
08/11/2024 | 0.79% | 100.70 % | 101.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,460 CHF | 60,940 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.85 % | 101.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,497 CHF | 60,977 CHF | 100.00% | 100.00% |