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% | 99.85 % | 100.60 % | 150,000 | 149,000 | 149,256 | 148,097 | 149,401 CHF | 149,352 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 100.40 % | 101.15 % | 149,000 | 148,000 | 149,507 | 148,245 | 149,524 CHF | 149,374 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 100.28 % | 101.03 % | 149,000 | 148,000 | 149,249 | 148,227 | 149,554 CHF | 149,643 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 100.09 % | 100.84 % | 149,000 | 148,000 | 149,758 | 148,506 | 149,599 CHF | 149,462 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 100.14 % | 100.89 % | 149,000 | 148,000 | 149,248 | 148,096 | 149,301 CHF | 149,260 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 100.01 % | 100.76 % | 149,000 | 148,000 | 149,793 | 148,417 | 149,724 CHF | 149,462 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 99.92 % | 100.67 % | 150,000 | 149,000 | 149,041 | 148,005 | 149,389 CHF | 149,460 CHF | 100.00% | 100.00% |
11/11/2024 | 0.74% | 100.51 % | 101.26 % | 149,000 | 148,000 | 149,000 | 148,000 | 149,692 CHF | 149,797 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 100.12 % | 100.87 % | 149,000 | 148,000 | 149,168 | 148,000 | 149,526 CHF | 149,466 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 100.34 % | 101.09 % | 149,000 | 148,000 | 149,001 | 148,000 | 149,489 CHF | 149,594 CHF | 100.00% | 100.00% |