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% | 48.50 % | 48.86 % | 247,000 | 245,000 | 243,565 | 241,697 | 119,766 CHF | 119,746 CHF | 99.91% | 99.91% |
19/11/2024 | 0.74% | 49.83 % | 50.21 % | 240,000 | 238,000 | 241,081 | 239,305 | 119,740 CHF | 119,746 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 49.42 % | 49.79 % | 242,000 | 241,000 | 240,975 | 239,148 | 119,773 CHF | 119,760 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 49.61 % | 49.98 % | 241,000 | 240,000 | 244,902 | 243,030 | 119,777 CHF | 119,758 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 47.82 % | 48.18 % | 250,000 | 249,000 | 254,425 | 252,501 | 119,783 CHF | 119,775 CHF | 99.96% | 99.96% |
13/11/2024 | 0.75% | 46.62 % | 46.97 % | 257,000 | 255,000 | 255,294 | 253,425 | 119,752 CHF | 119,766 CHF | 99.96% | 99.96% |
12/11/2024 | 0.75% | 46.98 % | 47.33 % | 255,000 | 253,000 | 254,278 | 252,397 | 119,741 CHF | 119,747 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 46.87 % | 47.22 % | 256,000 | 254,000 | 257,970 | 256,067 | 119,794 CHF | 119,807 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 46.23 % | 46.58 % | 259,000 | 257,000 | 259,394 | 257,427 | 119,781 CHF | 119,772 CHF | 99.92% | 99.92% |
07/11/2024 | 0.75% | 45.40 % | 45.74 % | 264,000 | 262,000 | 262,561 | 260,605 | 119,776 CHF | 119,774 CHF | 99.99% | 99.99% |