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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.75% | 84.68 % | 85.31 % | 235,000 | 230,000 | 234,938 | 233,424 | 197,998 CHF | 198,188 CHF | 99.97% | 99.97% |
20/11/2024 | 0.76% | 85.34 % | 85.99 % | 230,000 | 230,000 | 230,729 | 230,000 | 197,265 CHF | 198,135 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 86.25 % | 86.90 % | 230,000 | 230,000 | 229,405 | 227,461 | 197,955 CHF | 197,751 CHF | 99.95% | 99.95% |
18/11/2024 | 0.75% | 88.28 % | 88.95 % | 225,000 | 220,000 | 222,924 | 221,004 | 197,832 CHF | 197,613 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 88.42 % | 89.09 % | 225,000 | 220,000 | 225,040 | 222,352 | 198,280 CHF | 197,383 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 87.21 % | 87.86 % | 225,000 | 225,000 | 229,285 | 227,799 | 197,669 CHF | 197,864 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 85.08 % | 85.72 % | 235,000 | 230,000 | 234,736 | 231,837 | 198,610 CHF | 197,620 CHF | 99.95% | 99.95% |
12/11/2024 | 0.74% | 83.77 % | 84.40 % | 235,000 | 235,000 | 234,978 | 232,173 | 198,525 CHF | 197,614 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 86.92 % | 87.57 % | 230,000 | 225,000 | 228,016 | 225,571 | 197,947 CHF | 197,294 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 85.83 % | 86.48 % | 230,000 | 230,000 | 226,479 | 224,470 | 197,854 CHF | 197,573 CHF | 99.91% | 99.91% |