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% | 97.30 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,639 CHF | 98,371 CHF | 98.98% | 98.98% |
19/11/2024 | 0.75% | 96.60 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,391 CHF | 97,117 CHF | 92.05% | 92.05% |
18/11/2024 | 0.76% | 97.10 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,270 CHF | 98,010 CHF | 72.68% | 72.68% |
15/11/2024 | 0.75% | 96.55 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,634 CHF | 97,365 CHF | 98.40% | 98.40% |
14/11/2024 | 0.75% | 96.65 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,225 CHF | 96,950 CHF | 97.06% | 97.06% |
13/11/2024 | 0.75% | 95.90 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,061 CHF | 96,784 CHF | 98.15% | 98.15% |
12/11/2024 | 0.75% | 95.30 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,441 CHF | 97,169 CHF | 76.71% | 76.71% |
11/11/2024 | 0.75% | 98.45 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,935 CHF | 99,682 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 98.70 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,804 CHF | 99,550 CHF | 55.06% | 55.06% |
07/11/2024 | 0.75% | 98.40 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,670 CHF | 98,408 CHF | 97.00% | 97.00% |