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% | 102.00 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,824 CHF | 102,591 CHF | 99.58% | 99.58% |
20/11/2024 | 0.75% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,868 CHF | 101,630 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,668 CHF | 101,427 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,610 CHF | 101,364 CHF | 97.56% | 97.56% |
15/11/2024 | 0.77% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,466 CHF | 101,240 CHF | 98.51% | 98.51% |
14/11/2024 | 0.76% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,058 CHF | 100,817 CHF | 99.57% | 99.57% |
13/11/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,697 CHF | 100,443 CHF | 98.21% | 98.21% |
12/11/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,688 CHF | 100,438 CHF | 99.36% | 99.36% |
11/11/2024 | 0.76% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,029 CHF | 100,789 CHF | 95.09% | 95.09% |
08/11/2024 | 0.75% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,536 CHF | 100,289 CHF | 54.94% | 54.94% |