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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 143,099 | 143,099 | 140,535 CHF | 141,680 CHF | 98.59% | 98.59% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 148,196 | 148,196 | 144,831 CHF | 146,313 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 148,347 | 148,347 | 146,676 CHF | 148,159 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 148,229 | 148,229 | 146,195 CHF | 147,380 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 148,118 | 148,118 | 147,126 CHF | 148,311 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 148,201 | 148,201 | 146,321 CHF | 147,803 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 148,318 | 148,318 | 146,201 CHF | 147,684 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 148,245 | 148,245 | 147,267 CHF | 148,453 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 148,217 | 148,217 | 146,763 CHF | 147,949 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 148,833 | 148,833 | 147,199 CHF | 148,687 CHF | 99.23% | 99.23% |