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% | 86.74 % | 87.39 % | 230,000 | 228,000 | 227,939 | 226,179 | 199,579 CHF | 199,525 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 87.53 % | 88.19 % | 228,000 | 226,000 | 227,034 | 225,228 | 199,582 CHF | 199,486 CHF | 99.86% | 99.86% |
18/11/2024 | 0.74% | 90.20 % | 90.87 % | 221,000 | 220,000 | 221,876 | 220,132 | 199,599 CHF | 199,507 CHF | 99.96% | 99.96% |
15/11/2024 | 0.75% | 88.65 % | 89.32 % | 225,000 | 223,000 | 223,121 | 221,450 | 199,557 CHF | 199,546 CHF | 99.91% | 99.91% |
14/11/2024 | 0.75% | 90.83 % | 91.52 % | 220,000 | 218,000 | 220,297 | 218,652 | 199,544 CHF | 199,544 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 89.34 % | 90.01 % | 223,000 | 222,000 | 222,701 | 221,164 | 199,488 CHF | 199,592 CHF | 99.96% | 99.96% |
12/11/2024 | 0.75% | 89.73 % | 90.40 % | 222,000 | 221,000 | 221,202 | 219,612 | 199,521 CHF | 199,570 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 91.35 % | 92.04 % | 218,000 | 217,000 | 217,076 | 215,703 | 199,455 CHF | 199,682 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 91.36 % | 92.05 % | 218,000 | 217,000 | 217,666 | 215,932 | 199,559 CHF | 199,459 CHF | 99.94% | 99.94% |
07/11/2024 | 0.74% | 92.03 % | 92.72 % | 217,000 | 215,000 | 216,097 | 214,601 | 199,496 CHF | 199,596 CHF | 99.95% | 99.95% |