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 | 0.74% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,369 CHF | 103,134 CHF | 99.57% | 99.57% |
20/11/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,349 CHF | 102,116 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,155 CHF | 101,916 CHF | 99.94% | 99.94% |
18/11/2024 | 0.74% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,104 CHF | 101,860 CHF | 97.56% | 97.56% |
15/11/2024 | 0.77% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,966 CHF | 101,742 CHF | 98.52% | 98.52% |
14/11/2024 | 0.76% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,538 CHF | 101,305 CHF | 99.57% | 99.57% |
13/11/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,169 CHF | 100,918 CHF | 98.21% | 98.21% |
12/11/2024 | 0.75% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,157 CHF | 100,915 CHF | 99.36% | 99.36% |
11/11/2024 | 0.76% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,525 CHF | 101,289 CHF | 95.09% | 95.09% |
08/11/2024 | 0.76% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,985 CHF | 100,749 CHF | 54.95% | 54.95% |