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 | 0.74% | 100.00 % | 100.75 % | 200,000 | 198,000 | 198,732 | 197,194 | 199,490 CHF | 199,424 CHF | 99.99% | 99.99% |
19/11/2024 | 0.74% | 100.64 % | 101.39 % | 198,000 | 197,000 | 198,068 | 196,841 | 199,369 CHF | 199,610 CHF | 99.99% | 99.99% |
18/11/2024 | 0.74% | 100.59 % | 101.34 % | 198,000 | 197,000 | 198,052 | 197,000 | 199,278 CHF | 199,697 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 100.39 % | 101.14 % | 199,000 | 197,000 | 198,922 | 197,052 | 199,745 CHF | 199,345 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 100.57 % | 101.32 % | 198,000 | 197,000 | 198,000 | 196,609 | 199,482 CHF | 199,555 CHF | 99.98% | 99.98% |
13/11/2024 | 0.74% | 100.70 % | 101.45 % | 198,000 | 197,000 | 198,002 | 196,732 | 199,395 CHF | 199,592 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 100.69 % | 101.44 % | 198,000 | 197,000 | 198,250 | 197,000 | 199,476 CHF | 199,696 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 100.60 % | 101.35 % | 198,000 | 197,000 | 197,994 | 196,674 | 199,563 CHF | 199,716 CHF | 99.99% | 99.99% |
08/11/2024 | 0.74% | 100.58 % | 101.33 % | 198,000 | 197,000 | 198,050 | 197,000 | 199,137 CHF | 199,559 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 100.61 % | 101.36 % | 198,000 | 197,000 | 198,000 | 196,910 | 199,299 CHF | 199,679 CHF | 99.99% | 99.99% |