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% | 80.68 % | 81.29 % | 247,000 | 246,000 | 245,518 | 243,650 | 199,612 CHF | 199,581 CHF | 99.97% | 99.97% |
19/11/2024 | 0.75% | 81.60 % | 82.21 % | 245,000 | 243,000 | 244,888 | 243,030 | 199,619 CHF | 199,591 CHF | 99.93% | 99.93% |
18/11/2024 | 0.75% | 82.37 % | 82.99 % | 242,000 | 240,000 | 242,668 | 240,883 | 199,549 CHF | 199,565 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 83.10 % | 83.73 % | 240,000 | 238,000 | 238,756 | 236,938 | 199,637 CHF | 199,609 CHF | 99.96% | 99.96% |
14/11/2024 | 0.75% | 83.51 % | 84.14 % | 239,000 | 237,000 | 243,033 | 241,207 | 199,579 CHF | 199,577 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 81.12 % | 81.73 % | 246,000 | 244,000 | 245,316 | 243,429 | 199,597 CHF | 199,547 CHF | 99.96% | 99.96% |
12/11/2024 | 0.74% | 80.83 % | 81.44 % | 247,000 | 245,000 | 243,984 | 242,151 | 199,614 CHF | 199,594 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 83.07 % | 83.70 % | 240,000 | 238,000 | 239,427 | 237,648 | 199,549 CHF | 199,563 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 82.20 % | 82.82 % | 243,000 | 241,000 | 242,572 | 240,719 | 199,601 CHF | 199,568 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 83.69 % | 84.32 % | 238,000 | 237,000 | 239,181 | 237,408 | 199,569 CHF | 199,586 CHF | 99.94% | 99.94% |