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% | 87.33 % | 87.98 % | 229,000 | 227,000 | 226,571 | 224,838 | 199,571 CHF | 199,540 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 87.96 % | 88.63 % | 227,000 | 225,000 | 225,912 | 224,125 | 199,595 CHF | 199,517 CHF | 99.96% | 99.96% |
18/11/2024 | 0.75% | 90.46 % | 91.15 % | 221,000 | 219,000 | 220,959 | 219,311 | 199,520 CHF | 199,521 CHF | 99.96% | 99.96% |
15/11/2024 | 0.75% | 89.28 % | 89.95 % | 224,000 | 222,000 | 221,937 | 220,288 | 199,577 CHF | 199,579 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 91.13 % | 91.82 % | 219,000 | 217,000 | 219,273 | 217,622 | 199,529 CHF | 199,516 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 89.88 % | 90.55 % | 222,000 | 220,000 | 221,362 | 219,667 | 199,583 CHF | 199,545 CHF | 99.99% | 99.99% |
12/11/2024 | 0.76% | 90.38 % | 91.06 % | 221,000 | 219,000 | 219,891 | 218,119 | 199,607 CHF | 199,504 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 91.92 % | 92.61 % | 217,000 | 215,000 | 215,592 | 214,139 | 199,450 CHF | 199,592 CHF | 99.98% | 99.98% |
08/11/2024 | 0.74% | 92.10 % | 92.79 % | 217,000 | 204,000 | 215,799 | 203,769 | 199,464 CHF | 189,751 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 92.65 % | 93.34 % | 215,000 | 214,000 | 214,387 | 212,836 | 199,533 CHF | 199,584 CHF | 99.99% | 99.99% |