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% | 94.39 % | 95.10 % | 211,000 | 210,000 | 209,321 | 207,871 | 199,489 CHF | 199,593 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 95.16 % | 95.87 % | 210,000 | 208,000 | 209,766 | 208,111 | 199,571 CHF | 199,481 CHF | 99.97% | 99.97% |
18/11/2024 | 0.76% | 95.76 % | 96.49 % | 208,000 | 207,000 | 207,390 | 205,738 | 199,561 CHF | 199,473 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 96.48 % | 97.21 % | 207,000 | 205,000 | 205,671 | 203,933 | 199,584 CHF | 199,386 CHF | 99.95% | 99.95% |
14/11/2024 | 0.75% | 98.49 % | 99.24 % | 203,000 | 201,000 | 202,995 | 201,566 | 199,481 CHF | 199,562 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 98.41 % | 99.16 % | 203,000 | 201,000 | 202,357 | 200,652 | 199,635 CHF | 199,455 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 98.42 % | 99.17 % | 203,000 | 201,000 | 202,982 | 201,196 | 199,634 CHF | 199,373 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 98.56 % | 99.31 % | 202,000 | 201,000 | 202,538 | 200,803 | 199,659 CHF | 199,454 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 98.04 % | 98.77 % | 203,000 | 202,000 | 203,100 | 201,771 | 199,409 CHF | 199,586 CHF | 99.97% | 99.97% |
07/11/2024 | 0.76% | 98.63 % | 99.38 % | 202,000 | 201,000 | 202,357 | 201,000 | 199,422 CHF | 199,593 CHF | 99.99% | 99.99% |