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 | 1.61% | 106.20 % | 108.10 % | 50,000 | 50,000 | 122,004 | 122,004 | 129,700 CHF | 131,138 CHF | 97.73% | 97.73% |
19/11/2024 | 1.62% | 106.00 % | 107.90 % | 50,000 | 50,000 | 111,810 | 114,592 | 119,006 CHF | 123,357 CHF | 98.24% | 98.24% |
18/11/2024 | 1.62% | 106.30 % | 108.20 % | 50,000 | 50,000 | 117,878 | 118,011 | 125,222 CHF | 126,775 CHF | 99.13% | 99.13% |
15/11/2024 | 1.61% | 106.30 % | 108.20 % | 50,000 | 50,000 | 119,916 | 119,916 | 127,646 CHF | 129,070 CHF | 99.60% | 99.60% |
14/11/2024 | 1.61% | 106.20 % | 108.10 % | 50,000 | 50,000 | 119,709 | 119,709 | 127,277 CHF | 128,699 CHF | 99.57% | 99.57% |
13/11/2024 | 1.61% | 106.70 % | 108.60 % | 50,000 | 50,000 | 118,549 | 118,549 | 126,702 CHF | 128,117 CHF | 99.27% | 99.27% |
12/11/2024 | 1.61% | 106.60 % | 108.50 % | 50,000 | 50,000 | 118,401 | 118,401 | 126,598 CHF | 128,012 CHF | 99.19% | 99.19% |
11/11/2024 | 1.60% | 107.10 % | 109.00 % | 50,000 | 50,000 | 120,596 | 120,596 | 129,216 CHF | 130,645 CHF | 99.77% | 99.77% |
08/11/2024 | 1.61% | 106.60 % | 108.50 % | 50,000 | 50,000 | 120,174 | 120,174 | 128,310 CHF | 129,735 CHF | 99.66% | 99.66% |
07/11/2024 | 1.61% | 106.70 % | 108.60 % | 50,000 | 50,000 | 121,273 | 121,273 | 128,707 CHF | 130,140 CHF | 99.03% | 99.03% |