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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.76% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,755 CHF | 102,526 CHF | 100.00% | 100.00% |
20/11/2024 | 0.74% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,396 CHF | 102,154 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,904 CHF | 101,660 CHF | 97.59% | 97.59% |
18/11/2024 | 0.76% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,657 CHF | 101,421 CHF | 99.36% | 99.36% |
15/11/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,519 CHF | 102,282 CHF | 97.19% | 97.19% |
14/11/2024 | 0.75% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,647 CHF | 103,418 CHF | 99.44% | 99.44% |
13/11/2024 | 0.75% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,452 CHF | 103,224 CHF | 97.75% | 97.75% |
12/11/2024 | 0.75% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,725 CHF | 103,496 CHF | 98.50% | 98.50% |
11/11/2024 | 0.76% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,654 CHF | 103,435 CHF | 57.41% | 57.41% |
08/11/2024 | 0.75% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,379 CHF | 103,148 CHF | 55.07% | 55.07% |