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% | 96.40 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,858 CHF | 97,586 CHF | 95.85% | 95.85% |
19/11/2024 | 0.75% | 96.60 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,651 CHF | 97,379 CHF | 99.33% | 99.33% |
18/11/2024 | 0.75% | 96.90 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,823 CHF | 97,553 CHF | 99.28% | 99.28% |
15/11/2024 | 0.75% | 97.25 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,510 CHF | 98,244 CHF | 98.39% | 98.39% |
14/11/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,611 CHF | 98,349 CHF | 99.09% | 99.09% |
13/11/2024 | 0.75% | 97.45 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,556 CHF | 98,291 CHF | 97.71% | 97.71% |
12/11/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,572 CHF | 99,316 CHF | 96.49% | 96.49% |
11/11/2024 | 0.75% | 99.10 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,109 CHF | 99,855 CHF | 98.15% | 98.15% |
08/11/2024 | 0.75% | 98.20 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,350 CHF | 99,089 CHF | 55.03% | 55.03% |
07/11/2024 | 0.75% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,145 CHF | 99,894 CHF | 94.43% | 94.43% |