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 | 0.74% | 100.65 % | 101.40 % | 198,000 | 197,000 | 198,000 | 197,000 | 199,287 CHF | 199,758 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 100.52 % | 101.27 % | 198,000 | 197,000 | 198,034 | 197,000 | 199,142 CHF | 199,580 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 100.51 % | 101.26 % | 198,000 | 197,000 | 198,294 | 197,000 | 199,306 CHF | 199,483 CHF | 99.99% | 99.99% |
15/11/2024 | 0.74% | 100.51 % | 101.26 % | 198,000 | 197,000 | 198,455 | 197,001 | 199,390 CHF | 199,407 CHF | 99.98% | 99.98% |
14/11/2024 | 0.74% | 100.61 % | 101.36 % | 198,000 | 197,000 | 198,000 | 197,000 | 199,208 CHF | 199,679 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 102.43 % | 103.20 % | 195,000 | 193,000 | 194,998 | 193,000 | 199,870 CHF | 199,307 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 102.46 % | 103.23 % | 195,000 | 193,000 | 195,000 | 193,000 | 199,797 CHF | 199,234 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 102.42 % | 103.19 % | 195,000 | 193,000 | 195,000 | 193,000 | 199,783 CHF | 199,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 102.37 % | 103.14 % | 195,000 | 193,000 | 195,000 | 193,463 | 199,560 CHF | 199,477 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 102.33 % | 103.10 % | 195,000 | 193,000 | 195,000 | 193,254 | 199,554 CHF | 199,255 CHF | 100.00% | 100.00% |