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% | 93.67 % | 94.38 % | 213,000 | 211,000 | 211,384 | 209,903 | 199,494 CHF | 199,587 CHF | 99.97% | 99.97% |
19/11/2024 | 0.75% | 94.81 % | 95.52 % | 210,000 | 209,000 | 210,767 | 209,111 | 199,559 CHF | 199,476 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 96.00 % | 96.73 % | 208,000 | 206,000 | 208,397 | 206,857 | 199,538 CHF | 199,563 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 94.83 % | 95.54 % | 210,000 | 209,000 | 207,757 | 206,246 | 199,512 CHF | 199,556 CHF | 99.85% | 99.85% |
14/11/2024 | 0.75% | 97.19 % | 97.92 % | 205,000 | 204,000 | 206,377 | 204,944 | 199,463 CHF | 199,571 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 95.60 % | 96.32 % | 209,000 | 207,000 | 208,418 | 206,768 | 199,567 CHF | 199,482 CHF | 99.95% | 99.95% |
12/11/2024 | 0.76% | 95.78 % | 96.51 % | 208,000 | 207,000 | 207,732 | 205,992 | 199,604 CHF | 199,435 CHF | 99.98% | 99.98% |
11/11/2024 | 0.75% | 97.03 % | 97.76 % | 206,000 | 204,000 | 204,827 | 203,623 | 199,388 CHF | 199,702 CHF | 99.96% | 99.96% |
08/11/2024 | 0.75% | 96.98 % | 97.71 % | 206,000 | 204,000 | 205,131 | 203,843 | 199,353 CHF | 199,590 CHF | 99.98% | 99.98% |
07/11/2024 | 0.75% | 97.29 % | 98.02 % | 205,000 | 204,000 | 204,793 | 203,212 | 199,566 CHF | 199,508 CHF | 99.99% | 99.99% |