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 | 1.09% | 97.40 % | 98.40 % | 500,000 | 500,000 | 143,793 | 143,793 | 140,160 CHF | 141,630 CHF | 97.95% | 97.95% |
19/11/2024 | 1.11% | 96.70 % | 97.70 % | 500,000 | 500,000 | 146,967 | 146,967 | 142,256 CHF | 143,761 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 98.20 % | 99.00 % | 500,000 | 500,000 | 148,347 | 148,347 | 145,493 CHF | 146,713 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 97.40 % | 98.20 % | 500,000 | 500,000 | 145,530 | 145,530 | 141,997 CHF | 143,207 CHF | 100.00% | 100.00% |
14/11/2024 | 1.08% | 98.30 % | 99.30 % | 500,000 | 500,000 | 148,222 | 148,222 | 145,718 CHF | 147,233 CHF | 100.00% | 100.00% |
13/11/2024 | 4.18% | 98.00 % | 99.00 % | 500,000 | 500,000 | 147,562 | 147,562 | 144,469 CHF | 147,542 CHF | 99.82% | 99.82% |
12/11/2024 | 2.69% | 97.70 % | 98.50 % | 500,000 | 500,000 | 147,421 | 147,421 | 144,238 CHF | 146,363 CHF | 99.75% | 99.75% |
11/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 148,082 | 148,082 | 145,921 CHF | 147,106 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 148,259 | 148,259 | 145,095 CHF | 146,577 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 148,317 | 148,317 | 145,224 CHF | 146,707 CHF | 99.76% | 99.76% |