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% | 107.75 % | 108.56 % | 185,000 | 184,000 | 185,000 | 183,750 | 199,542 CHF | 199,682 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 107.71 % | 108.52 % | 185,000 | 184,000 | 185,000 | 183,935 | 199,435 CHF | 199,777 CHF | 99.95% | 99.95% |
18/11/2024 | 0.75% | 107.72 % | 108.53 % | 185,000 | 184,000 | 185,001 | 184,000 | 199,113 CHF | 199,526 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 107.48 % | 108.29 % | 186,000 | 184,000 | 185,961 | 184,000 | 199,809 CHF | 199,193 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 107.53 % | 108.34 % | 185,000 | 184,000 | 185,766 | 184,373 | 199,398 CHF | 199,395 CHF | 99.89% | 99.89% |
13/11/2024 | 0.75% | 107.36 % | 108.17 % | 186,000 | 184,000 | 186,000 | 184,370 | 199,578 CHF | 199,323 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 107.52 % | 108.33 % | 186,000 | 184,000 | 185,094 | 184,000 | 199,259 CHF | 199,572 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 107.98 % | 108.79 % | 185,000 | 183,000 | 185,000 | 183,000 | 199,793 CHF | 199,116 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 107.54 % | 108.35 % | 185,000 | 184,000 | 185,398 | 184,000 | 199,385 CHF | 199,372 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 107.70 % | 108.51 % | 185,000 | 184,000 | 185,000 | 184,000 | 199,372 CHF | 199,784 CHF | 100.00% | 100.00% |