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% | 99.50 % | 100.25 % | 201,000 | 199,000 | 200,692 | 199,065 | 199,521 CHF | 199,397 CHF | 99.99% | 99.99% |
19/11/2024 | 0.76% | 98.95 % | 99.70 % | 202,000 | 200,000 | 202,010 | 200,199 | 199,644 CHF | 199,356 CHF | 99.93% | 99.93% |
18/11/2024 | 0.75% | 99.12 % | 99.87 % | 201,000 | 200,000 | 201,204 | 199,674 | 199,475 CHF | 199,456 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 99.12 % | 99.87 % | 201,000 | 200,000 | 201,000 | 199,642 | 199,491 CHF | 199,640 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 99.13 % | 99.88 % | 201,000 | 200,000 | 201,500 | 200,000 | 199,498 CHF | 199,513 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 98.72 % | 99.47 % | 202,000 | 201,000 | 201,995 | 200,110 | 199,665 CHF | 199,303 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 98.95 % | 99.70 % | 202,000 | 200,000 | 201,382 | 199,964 | 199,505 CHF | 199,600 CHF | 99.95% | 99.95% |
11/11/2024 | 0.75% | 99.11 % | 99.86 % | 201,000 | 200,000 | 201,129 | 199,703 | 199,422 CHF | 199,505 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 99.01 % | 99.76 % | 201,000 | 200,000 | 201,083 | 199,999 | 199,310 CHF | 199,737 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 99.41 % | 100.16 % | 201,000 | 199,000 | 200,698 | 199,000 | 199,658 CHF | 199,462 CHF | 99.99% | 99.99% |