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% | 106.51 % | 107.32 % | 140,000 | 139,000 | 140,004 | 139,000 | 149,007 CHF | 149,064 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 106.38 % | 107.19 % | 141,000 | 139,000 | 140,493 | 139,050 | 149,460 CHF | 149,048 CHF | 99.97% | 99.97% |
18/11/2024 | 0.75% | 106.36 % | 107.17 % | 141,000 | 139,000 | 141,000 | 139,819 | 149,880 CHF | 149,744 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 106.27 % | 107.07 % | 141,000 | 140,000 | 141,000 | 140,000 | 149,767 CHF | 149,825 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 106.18 % | 106.97 % | 141,000 | 140,000 | 141,000 | 140,000 | 149,566 CHF | 149,611 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 106.10 % | 106.89 % | 141,000 | 140,000 | 141,000 | 140,000 | 149,836 CHF | 149,891 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 106.36 % | 107.17 % | 141,000 | 139,000 | 140,581 | 139,113 | 149,540 CHF | 149,102 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 106.45 % | 107.26 % | 140,000 | 139,000 | 140,000 | 139,000 | 149,222 CHF | 149,282 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 106.58 % | 107.39 % | 140,000 | 139,000 | 140,000 | 139,000 | 149,202 CHF | 149,262 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 106.60 % | 107.41 % | 140,000 | 139,000 | 140,000 | 139,000 | 149,385 CHF | 149,444 CHF | 99.99% | 99.99% |