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% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,430 CHF | 101,230 CHF | 98.59% | 98.59% |
19/11/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,710 CHF | 101,510 CHF | 99.90% | 99.90% |
18/11/2024 | 0.79% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,087 CHF | 101,887 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,121 CHF | 101,921 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,157 CHF | 101,957 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,062 CHF | 101,862 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,820 CHF | 102,620 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,661 CHF | 102,661 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,285 CHF | 102,285 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,318 CHF | 102,118 CHF | 99.23% | 99.23% |