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% | 100.14 % | 100.89 % | 149,000 | 148,000 | 149,000 | 148,000 | 149,488 CHF | 149,595 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 100.08 % | 100.83 % | 149,000 | 148,000 | 149,857 | 148,836 | 149,560 CHF | 149,658 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 100.33 % | 101.08 % | 149,000 | 148,000 | 149,000 | 148,000 | 149,542 CHF | 149,648 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 99.81 % | 100.56 % | 150,000 | 149,000 | 150,000 | 148,995 | 149,615 CHF | 149,730 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 99.83 % | 100.58 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,527 CHF | 149,648 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 99.56 % | 100.31 % | 150,000 | 149,000 | 149,856 | 148,632 | 149,614 CHF | 149,506 CHF | 99.97% | 99.97% |
12/11/2024 | 0.75% | 99.70 % | 100.45 % | 150,000 | 149,000 | 149,116 | 148,054 | 149,435 CHF | 149,481 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 100.82 % | 101.57 % | 148,000 | 147,000 | 148,000 | 147,000 | 149,549 CHF | 149,663 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 101.02 % | 101.79 % | 148,000 | 147,000 | 148,000 | 147,000 | 149,514 CHF | 149,636 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 101.09 % | 101.86 % | 148,000 | 147,000 | 148,000 | 147,000 | 149,291 CHF | 149,391 CHF | 100.00% | 100.00% |