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% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,074 CHF | 101,823 CHF | 90.80% | 90.80% |
19/11/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,712 CHF | 101,479 CHF | 19.10% | 19.10% |
18/11/2024 | 0.76% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,250 CHF | 102,026 CHF | 90.00% | 90.00% |
15/11/2024 | 0.73% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,314 CHF | 102,058 CHF | 97.07% | 97.07% |
14/11/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,462 CHF | 102,226 CHF | 93.11% | 93.11% |
13/11/2024 | 0.75% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,180 CHF | 101,937 CHF | 96.84% | 96.84% |
12/11/2024 | 0.76% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,616 CHF | 102,389 CHF | 97.47% | 97.47% |
11/11/2024 | 0.77% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,682 CHF | 102,471 CHF | 74.41% | 74.41% |
08/11/2024 | 0.76% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,534 CHF | 102,306 CHF | 54.74% | 54.74% |
07/11/2024 | 0.76% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,449 CHF | 102,221 CHF | 96.72% | 96.72% |