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% | 46.83 % | 47.18 % | 427,000 | 423,000 | 419,952 | 416,817 | 199,773 CHF | 199,778 CHF | 99.86% | 99.86% |
19/11/2024 | 0.75% | 49.40 % | 49.77 % | 404,000 | 401,000 | 399,715 | 396,708 | 199,767 CHF | 199,758 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 52.47 % | 52.86 % | 381,000 | 378,000 | 373,105 | 370,302 | 199,744 CHF | 199,738 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 55.49 % | 55.91 % | 360,000 | 357,000 | 350,812 | 348,234 | 199,706 CHF | 199,728 CHF | 99.92% | 99.92% |
14/11/2024 | 0.75% | 57.19 % | 57.62 % | 349,000 | 347,000 | 357,530 | 354,901 | 199,699 CHF | 199,722 CHF | 99.91% | 99.91% |
13/11/2024 | 0.75% | 55.12 % | 55.53 % | 362,000 | 360,000 | 354,756 | 352,084 | 199,723 CHF | 199,710 CHF | 99.87% | 99.87% |
12/11/2024 | 0.75% | 57.38 % | 57.81 % | 348,000 | 345,000 | 324,562 | 322,136 | 199,703 CHF | 199,701 CHF | 99.93% | 99.93% |
11/11/2024 | 0.75% | 61.13 % | 61.59 % | 327,000 | 324,000 | 330,701 | 328,245 | 199,684 CHF | 199,691 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 61.97 % | 62.44 % | 322,000 | 320,000 | 325,835 | 323,341 | 199,722 CHF | 199,685 CHF | 99.93% | 99.93% |
07/11/2024 | 0.75% | 65.85 % | 66.34 % | 303,000 | 301,000 | 316,084 | 313,672 | 199,719 CHF | 199,685 CHF | 99.93% | 99.93% |