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 | 0.76% | 101.60 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,817 CHF | 102,592 CHF | 99.64% | 99.64% |
19/11/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,580 CHF | 101,341 CHF | 96.67% | 96.67% |
18/11/2024 | 0.76% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,689 CHF | 101,457 CHF | 99.43% | 99.43% |
15/11/2024 | 0.74% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,981 CHF | 101,735 CHF | 96.07% | 96.07% |
14/11/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,174 CHF | 101,931 CHF | 99.18% | 99.18% |
13/11/2024 | 0.75% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,411 CHF | 102,178 CHF | 97.70% | 97.70% |
12/11/2024 | 0.75% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,942 CHF | 102,713 CHF | 99.54% | 99.54% |
11/11/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,494 CHF | 103,263 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,948 CHF | 102,709 CHF | 53.97% | 53.97% |
07/11/2024 | 0.75% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,046 CHF | 102,818 CHF | 98.39% | 98.39% |