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 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,165 CHF | 100,927 CHF | 86.76% | 86.76% |
20/11/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,681 CHF | 100,430 CHF | 98.29% | 98.29% |
19/11/2024 | 0.75% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,424 CHF | 100,172 CHF | 59.38% | 59.38% |
18/11/2024 | 0.75% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,216 CHF | 99,963 CHF | 88.19% | 88.19% |
15/11/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,094 CHF | 100,850 CHF | 92.18% | 92.18% |
14/11/2024 | 0.75% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,208 CHF | 101,973 CHF | 98.09% | 98.09% |
13/11/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,991 CHF | 101,754 CHF | 95.25% | 95.25% |
12/11/2024 | 0.76% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,069 CHF | 95.05% | 95.05% |
11/11/2024 | 0.74% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,283 CHF | 102,036 CHF | 55.70% | 55.70% |
08/11/2024 | 0.74% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,071 CHF | 101,826 CHF | 53.22% | 53.22% |