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% | 85.83 % | 86.48 % | 233,000 | 231,000 | 231,856 | 230,064 | 199,611 CHF | 199,563 CHF | 99.98% | 99.98% |
19/11/2024 | 0.76% | 85.57 % | 86.22 % | 233,000 | 231,000 | 233,727 | 232,015 | 199,558 CHF | 199,599 CHF | 99.94% | 99.94% |
18/11/2024 | 0.76% | 85.85 % | 86.50 % | 232,000 | 231,000 | 232,901 | 231,152 | 199,607 CHF | 199,610 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 85.84 % | 86.49 % | 232,000 | 231,000 | 229,864 | 228,166 | 199,577 CHF | 199,588 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 88.23 % | 88.90 % | 226,000 | 224,000 | 227,636 | 225,863 | 199,537 CHF | 199,470 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 86.62 % | 87.27 % | 230,000 | 229,000 | 231,089 | 229,422 | 199,511 CHF | 199,564 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 86.79 % | 87.44 % | 230,000 | 228,000 | 228,503 | 226,834 | 199,513 CHF | 199,537 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 88.54 % | 89.21 % | 225,000 | 224,000 | 224,588 | 223,057 | 199,522 CHF | 199,656 CHF | 99.97% | 99.97% |
08/11/2024 | 0.76% | 88.07 % | 88.74 % | 227,000 | 225,000 | 226,232 | 224,436 | 199,622 CHF | 199,541 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 89.08 % | 89.75 % | 224,000 | 222,000 | 223,270 | 221,564 | 199,610 CHF | 199,570 CHF | 99.99% | 99.99% |