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% | 49.31 % | 49.68 % | 405,000 | 402,000 | 401,698 | 398,698 | 199,765 CHF | 199,766 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 48.80 % | 49.17 % | 409,000 | 406,000 | 407,992 | 404,965 | 199,764 CHF | 199,780 CHF | 99.91% | 99.91% |
18/11/2024 | 0.76% | 49.88 % | 50.26 % | 400,000 | 397,000 | 399,081 | 396,062 | 199,754 CHF | 199,747 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 50.38 % | 50.76 % | 396,000 | 394,000 | 396,567 | 393,621 | 199,761 CHF | 199,772 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 49.97 % | 50.35 % | 400,000 | 397,000 | 403,557 | 400,554 | 199,759 CHF | 199,761 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 48.42 % | 48.78 % | 413,000 | 410,000 | 412,641 | 409,581 | 199,747 CHF | 199,753 CHF | 99.96% | 99.96% |
12/11/2024 | 0.75% | 47.63 % | 47.99 % | 419,000 | 416,000 | 412,329 | 409,273 | 199,754 CHF | 199,764 CHF | 99.94% | 99.94% |
11/11/2024 | 0.75% | 50.68 % | 51.06 % | 394,000 | 391,000 | 395,907 | 392,960 | 199,744 CHF | 199,750 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 50.19 % | 50.57 % | 398,000 | 395,000 | 393,278 | 390,328 | 199,757 CHF | 199,750 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 53.83 % | 54.24 % | 371,000 | 368,000 | 373,100 | 370,303 | 199,721 CHF | 199,721 CHF | 99.95% | 99.95% |