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 | 0.51% | 98.27 % | 98.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,737 CHF | 148,487 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.47 % | 98.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,572 CHF | 148,322 CHF | 89.36% | 89.36% |
18/11/2024 | 0.50% | 98.87 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,243 CHF | 148,993 CHF | 99.67% | 99.67% |
15/11/2024 | 0.50% | 98.86 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,376 CHF | 149,126 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.66 % | 99.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,827 CHF | 148,577 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.28 % | 98.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,610 CHF | 148,360 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 98.42 % | 98.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,128 CHF | 148,878 CHF | 98.73% | 98.73% |
11/11/2024 | 0.50% | 100.14 % | 100.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,317 CHF | 151,067 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.96 % | 100.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,101 CHF | 150,851 CHF | 99.82% | 99.82% |
07/11/2024 | 0.50% | 100.39 % | 100.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,446 CHF | 151,196 CHF | 100.00% | 100.00% |