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 | 0.76% | 103.40 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,463 CHF | 104,247 CHF | 89.78% | 89.78% |
19/11/2024 | 0.75% | 103.20 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,264 CHF | 104,042 CHF | 98.83% | 98.83% |
18/11/2024 | 0.75% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,790 CHF | 103,567 CHF | 98.56% | 98.56% |
15/11/2024 | 0.74% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,231 CHF | 102,995 CHF | 98.26% | 98.26% |
14/11/2024 | 0.75% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,722 CHF | 102,485 CHF | 97.08% | 97.08% |
13/11/2024 | 0.75% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,969 CHF | 102,737 CHF | 96.06% | 96.06% |
12/11/2024 | 0.75% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,148 CHF | 102,914 CHF | 98.02% | 98.02% |
11/11/2024 | 0.92% | 102.80 % | 103.50 % | 100,000 | 100,000 | 82,511 | 82,511 | 84,854 CHF | 85,581 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,456 CHF | 102,221 CHF | 55.16% | 55.16% |
07/11/2024 | 1.02% | 101.90 % | 102.60 % | 100,000 | 100,000 | 72,168 | 72,168 | 73,492 CHF | 74,185 CHF | 94.64% | 94.64% |