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 | 0.75% | 93.00 % | 93.70 % | 215,000 | 213,000 | 213,566 | 211,954 | 199,534 CHF | 199,528 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 91.53 % | 92.22 % | 218,000 | 216,000 | 217,514 | 216,042 | 199,488 CHF | 199,628 CHF | 99.95% | 99.95% |
18/11/2024 | 0.75% | 92.97 % | 93.67 % | 215,000 | 213,000 | 215,161 | 213,605 | 199,498 CHF | 199,542 CHF | 99.99% | 99.99% |
15/11/2024 | 0.76% | 90.66 % | 91.35 % | 220,000 | 218,000 | 219,882 | 218,347 | 199,520 CHF | 199,630 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 90.34 % | 91.02 % | 221,000 | 219,000 | 221,254 | 219,576 | 199,496 CHF | 199,470 CHF | 99.97% | 99.97% |
13/11/2024 | 0.75% | 89.68 % | 90.35 % | 223,000 | 221,000 | 221,689 | 220,070 | 199,562 CHF | 199,586 CHF | 99.92% | 99.92% |
12/11/2024 | 0.75% | 89.48 % | 90.15 % | 223,000 | 221,000 | 218,938 | 217,246 | 199,599 CHF | 199,550 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 93.78 % | 94.49 % | 213,000 | 211,000 | 211,462 | 209,799 | 199,565 CHF | 199,484 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 93.67 % | 94.38 % | 213,000 | 211,000 | 212,536 | 210,812 | 199,594 CHF | 199,472 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 94.50 % | 95.21 % | 211,000 | 210,000 | 213,663 | 211,964 | 199,593 CHF | 199,499 CHF | 99.98% | 99.98% |