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% | 100.89 % | 101.64 % | 198,000 | 196,000 | 197,741 | 196,210 | 199,507 CHF | 199,450 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 101.02 % | 101.79 % | 197,000 | 196,000 | 197,953 | 196,348 | 199,609 CHF | 199,474 CHF | 99.89% | 99.89% |
18/11/2024 | 0.76% | 101.17 % | 101.94 % | 197,000 | 196,000 | 197,215 | 195,735 | 199,458 CHF | 199,465 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 100.66 % | 101.41 % | 198,000 | 197,000 | 198,275 | 196,937 | 199,437 CHF | 199,568 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 99.81 % | 100.56 % | 200,000 | 198,000 | 201,346 | 199,809 | 199,509 CHF | 199,479 CHF | 99.91% | 99.91% |
13/11/2024 | 0.75% | 97.03 % | 97.76 % | 206,000 | 204,000 | 206,600 | 205,874 | 198,741 CHF | 199,528 CHF | 99.96% | 99.96% |
12/11/2024 | 0.75% | 93.69 % | 94.40 % | 213,000 | 211,000 | 209,970 | 208,398 | 199,536 CHF | 199,529 CHF | 99.95% | 99.95% |
11/11/2024 | 0.75% | 98.32 % | 99.07 % | 203,000 | 201,000 | 203,056 | 201,483 | 199,533 CHF | 199,479 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 94.97 % | 95.68 % | 210,000 | 209,000 | 206,177 | 204,625 | 199,513 CHF | 199,500 CHF | 99.97% | 99.97% |
07/11/2024 | 0.75% | 99.90 % | 100.65 % | 200,000 | 198,000 | 199,883 | 198,411 | 199,513 CHF | 199,531 CHF | 99.98% | 99.98% |