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 | 0.76% | 98.53 % | 99.28 % | 152,000 | 151,000 | 151,058 | 150,058 | 149,341 CHF | 149,478 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 98.74 % | 99.49 % | 151,000 | 150,000 | 137,641 | 150,000 | 136,107 CHF | 149,470 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 99.04 % | 99.79 % | 151,000 | 150,000 | 147,943 | 149,477 | 146,697 CHF | 149,338 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 99.02 % | 99.77 % | 151,000 | 150,000 | 151,050 | 150,000 | 149,405 CHF | 149,492 CHF | 99.99% | 99.99% |
14/11/2024 | 0.76% | 99.02 % | 99.77 % | 151,000 | 150,000 | 151,037 | 150,000 | 149,403 CHF | 149,502 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 98.79 % | 99.54 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,266 CHF | 149,403 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 98.80 % | 99.55 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,376 CHF | 149,512 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 98.98 % | 99.73 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,557 CHF | 149,691 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 98.67 % | 99.42 % | 152,000 | 150,000 | 151,773 | 150,508 | 149,673 CHF | 149,552 CHF | 99.98% | 99.98% |
07/11/2024 | 0.76% | 98.90 % | 99.65 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,342 CHF | 149,478 CHF | 100.00% | 100.00% |