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 | 0.79% | 101.86 % | 102.67 % | 80,000 | 80,000 | 80,000 | 80,000 | 81,497 CHF | 82,145 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 101.66 % | 102.47 % | 80,000 | 80,000 | 80,000 | 80,000 | 81,297 CHF | 81,944 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.65 % | 102.46 % | 80,000 | 80,000 | 79,599 | 80,000 | 80,976 CHF | 82,031 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.43 % | 102.23 % | 80,000 | 80,000 | 80,000 | 80,000 | 80,946 CHF | 81,586 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 99.49 % | 100.28 % | 80,000 | 80,000 | 80,000 | 80,000 | 79,563 CHF | 80,194 CHF | 99.68% | 99.68% |
13/11/2024 | 0.79% | 97.89 % | 98.67 % | 80,000 | 80,000 | 80,000 | 80,000 | 78,308 CHF | 78,932 CHF | 96.78% | 96.78% |
12/11/2024 | 0.79% | 98.53 % | 99.31 % | 80,000 | 80,000 | 80,000 | 80,000 | 78,833 CHF | 79,457 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 99.31 % | 100.10 % | 80,000 | 80,000 | 80,000 | 80,000 | 79,329 CHF | 79,960 CHF | 84.66% | 84.66% |
08/11/2024 | 0.79% | 99.45 % | 100.24 % | 80,000 | 80,000 | 80,000 | 80,000 | 79,611 CHF | 80,243 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.56 % | 101.36 % | 80,000 | 80,000 | 80,000 | 80,000 | 80,324 CHF | 80,961 CHF | 100.00% | 100.00% |