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 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,818 CHF | 101,818 CHF | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,361 CHF | 101,361 CHF | 93.69% | 93.69% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,757 CHF | 101,757 CHF | 74.75% | 74.75% |
15/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,946 CHF | 101,946 CHF | 91.92% | 91.92% |
14/11/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,931 CHF | 101,931 CHF | 65.64% | 65.64% |
13/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,746 CHF | 101,746 CHF | 73.45% | 73.45% |
12/11/2024 | 0.98% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,200 CHF | 51.59% | 51.59% |
11/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,696 CHF | 102,696 CHF | 80.41% | 80.41% |
08/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,295 CHF | 102,295 CHF | 86.84% | 86.84% |
07/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,461 CHF | 102,461 CHF | 99.16% | 99.16% |