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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.75% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,412 CHF | 104,191 CHF | 99.58% | 99.58% |
20/11/2024 | 0.76% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,739 CHF | 103,517 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,579 CHF | 103,355 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,544 CHF | 103,317 CHF | 97.53% | 97.53% |
15/11/2024 | 0.75% | 102.60 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,455 CHF | 103,231 CHF | 98.56% | 98.56% |
14/11/2024 | 0.76% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,147 CHF | 102,922 CHF | 99.57% | 99.57% |
13/11/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,878 CHF | 102,648 CHF | 98.24% | 98.24% |
12/11/2024 | 0.76% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,882 CHF | 102,659 CHF | 99.36% | 99.36% |
11/11/2024 | 0.76% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,146 CHF | 102,923 CHF | 95.09% | 95.09% |
08/11/2024 | 0.74% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,758 CHF | 102,509 CHF | 54.98% | 54.98% |