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 | 0.75% | 101.60 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,706 CHF | 102,475 CHF | 85.98% | 85.98% |
19/11/2024 | 0.74% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,299 CHF | 102,056 CHF | 88.73% | 88.73% |
18/11/2024 | 0.73% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,440 CHF | 102,183 CHF | 82.23% | 82.23% |
15/11/2024 | 0.76% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,304 CHF | 102,076 CHF | 98.54% | 98.54% |
14/11/2024 | 0.75% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,164 CHF | 101,923 CHF | 97.92% | 97.92% |
13/11/2024 | 0.76% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,113 CHF | 101,880 CHF | 98.28% | 98.28% |
12/11/2024 | 0.75% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,100 CHF | 101,867 CHF | 81.55% | 81.55% |
11/11/2024 | 0.74% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,936 CHF | 102,693 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,923 CHF | 102,686 CHF | 55.17% | 55.17% |
07/11/2024 | 0.76% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,441 CHF | 102,214 CHF | 97.13% | 97.13% |