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% | 103.42 % | 104.19 % | 193,000 | 191,000 | 192,649 | 191,300 | 199,228 CHF | 199,305 CHF | 99.98% | 99.98% |
19/11/2024 | 0.74% | 103.09 % | 103.86 % | 194,000 | 192,000 | 193,551 | 191,962 | 199,618 CHF | 199,457 CHF | 99.99% | 99.99% |
18/11/2024 | 0.74% | 103.39 % | 104.16 % | 193,000 | 192,000 | 193,000 | 191,923 | 199,543 CHF | 199,907 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 103.47 % | 104.24 % | 193,000 | 191,000 | 193,000 | 191,000 | 199,854 CHF | 199,269 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 103.75 % | 104.54 % | 192,000 | 191,000 | 192,398 | 191,000 | 199,433 CHF | 199,480 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 103.57 % | 104.35 % | 193,000 | 191,000 | 193,000 | 191,000 | 199,837 CHF | 199,251 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 103.60 % | 104.38 % | 193,000 | 191,000 | 192,096 | 191,000 | 199,238 CHF | 199,608 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 103.91 % | 104.70 % | 192,000 | 191,000 | 192,000 | 190,980 | 199,503 CHF | 199,952 CHF | 99.98% | 99.98% |
08/11/2024 | 0.76% | 103.75 % | 104.54 % | 192,000 | 191,000 | 192,000 | 191,000 | 199,237 CHF | 199,708 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 103.92 % | 104.71 % | 192,000 | 191,000 | 192,000 | 190,123 | 199,532 CHF | 199,082 CHF | 99.97% | 99.97% |