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% | 101.08 % | 101.85 % | 148,000 | 147,000 | 148,000 | 146,995 | 149,744 CHF | 149,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 100.60 % | 101.35 % | 149,000 | 148,000 | 148,584 | 147,271 | 149,728 CHF | 149,517 CHF | 99.99% | 99.99% |
18/11/2024 | 0.76% | 101.62 % | 102.39 % | 147,000 | 146,000 | 147,326 | 146,249 | 149,383 CHF | 149,418 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 101.35 % | 102.12 % | 148,000 | 146,000 | 147,493 | 146,332 | 149,455 CHF | 149,405 CHF | 99.96% | 99.96% |
14/11/2024 | 0.76% | 101.47 % | 102.24 % | 147,000 | 146,000 | 147,391 | 146,324 | 149,336 CHF | 149,382 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 101.13 % | 101.90 % | 148,000 | 147,000 | 148,000 | 147,000 | 149,486 CHF | 149,597 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 101.15 % | 101.92 % | 148,000 | 147,000 | 147,278 | 146,134 | 149,344 CHF | 149,308 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 101.96 % | 102.73 % | 147,000 | 146,000 | 147,039 | 145,965 | 149,624 CHF | 149,656 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 101.92 % | 102.69 % | 147,000 | 146,000 | 147,000 | 145,854 | 149,803 CHF | 149,758 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 102.25 % | 103.02 % | 146,000 | 145,000 | 146,095 | 145,070 | 149,225 CHF | 149,295 CHF | 100.00% | 100.00% |