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 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,373 CHF | 102,373 CHF | 98.15% | 98.15% |
19/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 93.71% | 93.71% |
18/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 77.74% | 77.74% |
15/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,355 CHF | 102,355 CHF | 92.52% | 92.52% |
14/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 65.65% | 65.65% |
13/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 75.01% | 75.01% |
12/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 50.58% | 50.58% |
11/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,500 CHF | 80.56% | 80.56% |
08/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,488 CHF | 102,488 CHF | 87.03% | 87.03% |
07/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,496 CHF | 102,496 CHF | 99.16% | 99.16% |