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 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 143,248 | 143,248 | 144,719 CHF | 145,865 CHF | 98.58% | 98.58% |
19/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,121 | 148,121 | 149,447 CHF | 150,928 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,336 | 148,336 | 149,817 CHF | 151,300 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 148,239 | 148,239 | 149,583 CHF | 150,769 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,333 | 148,333 | 149,772 CHF | 150,959 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 148,192 | 148,192 | 149,295 CHF | 150,777 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 148,286 | 148,286 | 149,515 CHF | 150,998 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,204 | 148,204 | 149,682 CHF | 150,868 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,220 | 148,220 | 149,411 CHF | 150,597 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,769 | 148,769 | 150,108 CHF | 151,596 CHF | 99.23% | 99.23% |