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% | 93.25 % | 93.96 % | 160,000 | 159,000 | 160,399 | 159,088 | 149,549 CHF | 149,454 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 93.07 % | 93.77 % | 161,000 | 159,000 | 160,681 | 159,500 | 149,544 CHF | 149,559 CHF | 99.95% | 99.95% |
18/11/2024 | 0.75% | 93.60 % | 94.31 % | 160,000 | 159,000 | 159,587 | 158,442 | 149,541 CHF | 149,592 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 94.01 % | 94.72 % | 159,000 | 158,000 | 159,233 | 158,068 | 149,407 CHF | 149,436 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 94.69 % | 95.40 % | 158,000 | 157,000 | 158,040 | 156,961 | 149,526 CHF | 149,620 CHF | 99.95% | 99.95% |
13/11/2024 | 0.75% | 94.95 % | 95.66 % | 157,000 | 156,000 | 157,844 | 156,746 | 149,543 CHF | 149,616 CHF | 99.98% | 99.98% |
12/11/2024 | 0.74% | 94.82 % | 95.53 % | 158,000 | 157,000 | 157,244 | 156,024 | 149,646 CHF | 149,593 CHF | 99.89% | 99.89% |
11/11/2024 | 0.76% | 95.88 % | 96.61 % | 156,000 | 155,000 | 155,701 | 154,589 | 149,612 CHF | 149,672 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 95.83 % | 96.56 % | 156,000 | 155,000 | 155,848 | 154,818 | 149,470 CHF | 149,612 CHF | 99.94% | 99.94% |
07/11/2024 | 0.76% | 95.96 % | 96.69 % | 156,000 | 155,000 | 155,814 | 154,513 | 149,640 CHF | 149,519 CHF | 99.94% | 99.94% |