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% | 86.44 % | 87.09 % | 173,000 | 172,000 | 173,236 | 171,917 | 149,595 CHF | 149,574 CHF | 99.97% | 99.97% |
19/11/2024 | 0.75% | 86.37 % | 87.02 % | 173,000 | 172,000 | 172,446 | 171,163 | 149,559 CHF | 149,559 CHF | 99.99% | 99.99% |
18/11/2024 | 0.74% | 86.94 % | 87.59 % | 172,000 | 171,000 | 171,401 | 170,170 | 149,511 CHF | 149,546 CHF | 99.97% | 99.97% |
15/11/2024 | 0.76% | 87.40 % | 88.05 % | 171,000 | 170,000 | 169,420 | 168,188 | 149,482 CHF | 149,520 CHF | 99.96% | 99.96% |
14/11/2024 | 0.75% | 89.40 % | 90.07 % | 167,000 | 166,000 | 167,782 | 166,691 | 149,402 CHF | 149,547 CHF | 99.98% | 99.98% |
13/11/2024 | 0.76% | 87.99 % | 88.66 % | 170,000 | 169,000 | 169,839 | 168,648 | 149,520 CHF | 149,598 CHF | 99.97% | 99.97% |
12/11/2024 | 0.74% | 88.75 % | 89.42 % | 169,000 | 167,000 | 166,501 | 165,352 | 149,491 CHF | 149,567 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 89.56 % | 90.23 % | 167,000 | 166,000 | 165,731 | 164,637 | 149,490 CHF | 149,618 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 89.32 % | 89.99 % | 167,000 | 166,000 | 167,702 | 166,328 | 149,645 CHF | 149,533 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 89.18 % | 89.85 % | 168,000 | 166,000 | 169,056 | 167,824 | 149,536 CHF | 149,568 CHF | 99.98% | 99.98% |