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 | 0.75% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,160 CHF | 101,927 CHF | 99.64% | 99.64% |
19/11/2024 | 0.74% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,281 CHF | 101,025 CHF | 96.67% | 96.67% |
18/11/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,329 CHF | 101,089 CHF | 99.23% | 99.23% |
15/11/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,559 CHF | 101,314 CHF | 95.93% | 95.93% |
14/11/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,660 CHF | 101,418 CHF | 99.18% | 99.18% |
13/11/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,845 CHF | 101,606 CHF | 97.59% | 97.59% |
12/11/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,225 CHF | 101,989 CHF | 99.54% | 99.54% |
11/11/2024 | 0.75% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,650 CHF | 102,416 CHF | 99.89% | 99.89% |
08/11/2024 | 0.75% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,291 CHF | 102,055 CHF | 53.82% | 53.82% |
07/11/2024 | 0.75% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,333 CHF | 102,101 CHF | 98.21% | 98.21% |