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% | 108.11 % | 108.92 % | 184,000 | 183,000 | 184,065 | 183,000 | 199,152 CHF | 199,481 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 108.41 % | 109.22 % | 184,000 | 183,000 | 184,000 | 183,000 | 199,092 CHF | 199,492 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 108.35 % | 109.16 % | 184,000 | 183,000 | 184,000 | 183,000 | 199,167 CHF | 199,567 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 108.26 % | 109.07 % | 184,000 | 183,000 | 184,000 | 183,000 | 199,335 CHF | 199,734 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 108.41 % | 109.22 % | 184,000 | 183,000 | 184,000 | 183,000 | 199,407 CHF | 199,805 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 108.23 % | 109.04 % | 184,000 | 183,000 | 184,521 | 183,000 | 199,576 CHF | 199,414 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 108.10 % | 108.91 % | 185,000 | 183,000 | 184,005 | 183,000 | 199,299 CHF | 199,693 CHF | 99.98% | 99.98% |
11/11/2024 | 0.74% | 108.35 % | 109.16 % | 184,000 | 183,000 | 184,000 | 182,914 | 199,428 CHF | 199,733 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 108.29 % | 109.10 % | 184,000 | 183,000 | 184,000 | 183,000 | 199,254 CHF | 199,653 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 108.28 % | 109.09 % | 184,000 | 183,000 | 184,970 | 183,071 | 199,654 CHF | 199,086 CHF | 100.00% | 100.00% |