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% | 95.25 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,600 CHF | 96,321 CHF | 99.24% | 99.24% |
19/11/2024 | 0.75% | 95.40 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,449 CHF | 96,169 CHF | 99.18% | 99.18% |
18/11/2024 | 0.75% | 96.30 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,158 CHF | 96,882 CHF | 98.44% | 98.44% |
15/11/2024 | 0.75% | 96.20 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,505 CHF | 97,233 CHF | 97.24% | 97.24% |
14/11/2024 | 0.75% | 96.90 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,325 CHF | 97,053 CHF | 94.67% | 94.67% |
13/11/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,306 CHF | 96,025 CHF | 96.93% | 96.93% |
12/11/2024 | 0.75% | 95.60 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,748 CHF | 96,471 CHF | 51.55% | 51.55% |
11/11/2024 | 0.75% | 96.30 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,398 CHF | 97,126 CHF | 98.71% | 98.71% |
08/11/2024 | 0.75% | 95.90 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,484 CHF | 97,214 CHF | 53.68% | 53.68% |
07/11/2024 | 0.75% | 97.80 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,835 CHF | 98,572 CHF | 93.08% | 93.08% |