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% | 99.36 % | 100.11 % | 200,000 | 195,000 | 200,000 | 196,049 | 198,846 CHF | 196,386 CHF | 99.97% | 99.97% |
19/11/2024 | 0.76% | 98.77 % | 99.52 % | 200,000 | 200,000 | 200,000 | 200,000 | 196,968 CHF | 198,464 CHF | 99.97% | 99.97% |
18/11/2024 | 0.75% | 99.11 % | 99.86 % | 200,000 | 200,000 | 200,000 | 196,678 | 198,776 CHF | 196,944 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 99.81 % | 100.56 % | 200,000 | 195,000 | 200,000 | 198,888 | 198,193 CHF | 198,577 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 99.10 % | 99.85 % | 200,000 | 190,000 | 200,000 | 193,312 | 198,241 CHF | 193,063 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 99.15 % | 99.90 % | 200,000 | 200,000 | 200,000 | 199,023 | 198,194 CHF | 198,717 CHF | 99.96% | 99.96% |
12/11/2024 | 0.75% | 99.41 % | 100.16 % | 200,000 | 195,000 | 200,000 | 195,000 | 199,010 CHF | 195,497 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 99.87 % | 100.62 % | 200,000 | 195,000 | 198,515 | 195,000 | 198,512 CHF | 196,466 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 100.28 % | 101.03 % | 195,000 | 195,000 | 195,035 | 195,000 | 195,467 CHF | 196,895 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 100.33 % | 101.08 % | 195,000 | 195,000 | 195,000 | 195,000 | 196,335 CHF | 197,804 CHF | 100.00% | 100.00% |