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% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,398 CHF | 103,171 CHF | 99.38% | 99.38% |
19/11/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,925 CHF | 102,694 CHF | 92.38% | 92.38% |
18/11/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,442 CHF | 103,214 CHF | 98.63% | 98.63% |
15/11/2024 | 0.75% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,793 CHF | 103,567 CHF | 97.64% | 97.64% |
14/11/2024 | 0.75% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,611 CHF | 103,389 CHF | 99.26% | 99.26% |
13/11/2024 | 0.75% | 102.30 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,960 CHF | 102,729 CHF | 94.42% | 94.42% |
12/11/2024 | 0.75% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,086 CHF | 103,861 CHF | 98.52% | 98.52% |
11/11/2024 | 0.75% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,215 CHF | 103,990 CHF | 99.12% | 99.12% |
08/11/2024 | 0.75% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,786 CHF | 103,559 CHF | 54.26% | 54.26% |
07/11/2024 | 0.75% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,941 CHF | 103,719 CHF | 96.90% | 96.90% |