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% | 89.31 % | 89.98 % | 223,000 | 222,000 | 223,146 | 221,570 | 199,536 CHF | 199,612 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 89.79 % | 90.46 % | 222,000 | 221,000 | 222,173 | 220,589 | 199,503 CHF | 199,562 CHF | 99.98% | 99.98% |
18/11/2024 | 0.75% | 91.04 % | 91.73 % | 219,000 | 218,000 | 218,464 | 216,804 | 199,547 CHF | 199,526 CHF | 99.99% | 99.99% |
15/11/2024 | 0.76% | 91.06 % | 91.75 % | 219,000 | 217,000 | 219,340 | 217,661 | 199,536 CHF | 199,509 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 90.51 % | 91.20 % | 220,000 | 219,000 | 222,387 | 220,721 | 199,532 CHF | 199,520 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 88.99 % | 89.66 % | 224,000 | 223,000 | 225,088 | 223,381 | 199,594 CHF | 199,578 CHF | 99.94% | 99.94% |
12/11/2024 | 0.75% | 88.21 % | 88.88 % | 226,000 | 225,000 | 225,266 | 223,559 | 199,559 CHF | 199,545 CHF | 99.97% | 99.97% |
11/11/2024 | 0.74% | 89.92 % | 90.59 % | 222,000 | 220,000 | 221,918 | 220,257 | 199,541 CHF | 199,527 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 89.05 % | 89.72 % | 224,000 | 222,000 | 221,541 | 219,799 | 199,585 CHF | 199,500 CHF | 99.98% | 99.98% |
07/11/2024 | 0.76% | 93.19 % | 93.90 % | 214,000 | 212,000 | 214,004 | 212,434 | 199,496 CHF | 199,533 CHF | 99.95% | 99.95% |