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% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,511 CHF | 102,269 CHF | 99.64% | 99.64% |
19/11/2024 | 0.76% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,622 CHF | 101,390 CHF | 96.67% | 96.67% |
18/11/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,681 CHF | 101,436 CHF | 99.27% | 99.27% |
15/11/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,903 CHF | 101,659 CHF | 95.90% | 95.90% |
14/11/2024 | 0.75% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,014 CHF | 101,775 CHF | 99.18% | 99.18% |
13/11/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,182 CHF | 101,946 CHF | 97.56% | 97.56% |
12/11/2024 | 0.74% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,554 CHF | 102,308 CHF | 99.54% | 99.54% |
11/11/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,954 CHF | 102,721 CHF | 99.83% | 99.83% |
08/11/2024 | 0.75% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,589 CHF | 102,353 CHF | 53.82% | 53.82% |
07/11/2024 | 0.75% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,628 CHF | 102,391 CHF | 98.22% | 98.22% |