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 | 0.71% | 97.29 % | 97.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,380 CHF | 147,430 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 97.44 % | 98.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,319 CHF | 147,369 CHF | 89.38% | 89.38% |
18/11/2024 | 0.72% | 97.22 % | 97.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,811 CHF | 146,861 CHF | 99.68% | 99.68% |
15/11/2024 | 0.72% | 97.06 % | 97.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,022 CHF | 147,072 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 96.58 % | 97.28 % | 150,000 | 150,000 | 150,000 | 149,992 | 144,913 CHF | 145,956 CHF | 100.00% | 100.00% |
13/11/2024 | 0.71% | 97.51 % | 98.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,703 CHF | 147,753 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 97.78 % | 98.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,009 CHF | 148,059 CHF | 98.74% | 98.74% |
11/11/2024 | 0.70% | 98.49 % | 99.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,487 CHF | 149,537 CHF | 96.69% | 96.69% |
08/11/2024 | 0.70% | 99.05 % | 99.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,512 CHF | 149,562 CHF | 99.85% | 99.85% |
07/11/2024 | 0.70% | 99.84 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,367 CHF | 150,417 CHF | 100.00% | 100.00% |