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% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,206 CHF | 103,979 CHF | 98.83% | 98.83% |
19/11/2024 | 0.76% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,514 CHF | 103,295 CHF | 95.53% | 95.53% |
18/11/2024 | 0.75% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,547 CHF | 103,320 CHF | 97.98% | 97.98% |
15/11/2024 | 0.74% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,785 CHF | 103,550 CHF | 94.49% | 94.49% |
14/11/2024 | 0.75% | 102.90 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,913 CHF | 103,688 CHF | 98.97% | 98.97% |
13/11/2024 | 0.75% | 103.10 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,102 CHF | 103,879 CHF | 96.35% | 96.35% |
12/11/2024 | 0.75% | 103.20 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,478 CHF | 104,258 CHF | 98.40% | 98.40% |
11/11/2024 | 0.75% | 103.80 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,853 CHF | 104,636 CHF | 98.58% | 98.58% |
08/11/2024 | 0.75% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,485 CHF | 104,264 CHF | 52.49% | 52.49% |
07/11/2024 | 0.75% | 103.60 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,582 CHF | 104,361 CHF | 97.10% | 97.10% |