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 | 0.74% | 81.31 % | 81.92 % | 245,000 | 244,000 | 244,550 | 242,738 | 199,582 CHF | 199,584 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 81.27 % | 81.88 % | 246,000 | 244,000 | 245,308 | 243,445 | 199,611 CHF | 199,584 CHF | 99.90% | 99.90% |
18/11/2024 | 0.75% | 82.31 % | 82.93 % | 242,000 | 241,000 | 243,111 | 241,303 | 199,651 CHF | 199,652 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 82.14 % | 82.76 % | 243,000 | 241,000 | 240,329 | 238,485 | 199,599 CHF | 199,565 CHF | 99.91% | 99.91% |
14/11/2024 | 0.75% | 87.22 % | 87.87 % | 229,000 | 227,000 | 230,665 | 228,968 | 199,516 CHF | 199,537 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 85.41 % | 86.06 % | 234,000 | 232,000 | 234,658 | 232,919 | 199,604 CHF | 199,616 CHF | 99.97% | 99.97% |
12/11/2024 | 0.75% | 85.44 % | 86.09 % | 234,000 | 212,000 | 232,772 | 222,956 | 199,598 CHF | 192,601 CHF | 99.92% | 99.92% |
11/11/2024 | 0.74% | 86.97 % | 87.62 % | 229,000 | 228,000 | 228,648 | 227,088 | 199,548 CHF | 199,662 CHF | 99.93% | 99.93% |
08/11/2024 | 0.75% | 86.44 % | 87.09 % | 231,000 | 229,000 | 230,160 | 228,437 | 199,557 CHF | 199,548 CHF | 99.88% | 99.88% |
07/11/2024 | 0.76% | 87.61 % | 88.27 % | 228,000 | 226,000 | 226,643 | 224,812 | 199,598 CHF | 199,488 CHF | 99.92% | 99.92% |