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 | 1.64% | 96.80 % | 97.60 % | 500,000 | 500,000 | 138,681 | 138,681 | 134,061 CHF | 135,472 CHF | 98.58% | 98.58% |
19/11/2024 | 1.55% | 96.30 % | 97.10 % | 500,000 | 500,000 | 147,575 | 147,575 | 141,316 CHF | 142,837 CHF | 100.00% | 100.00% |
18/11/2024 | 1.75% | 95.00 % | 96.00 % | 500,000 | 500,000 | 147,575 | 147,575 | 140,488 CHF | 142,304 CHF | 100.00% | 100.00% |
15/11/2024 | 1.72% | 96.30 % | 97.30 % | 500,000 | 500,000 | 147,456 | 147,456 | 142,364 CHF | 144,177 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 98.90 % | 99.70 % | 500,000 | 500,000 | 148,167 | 148,167 | 146,565 CHF | 148,089 CHF | 100.00% | 100.00% |
13/11/2024 | 1.49% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,210 | 148,210 | 147,057 CHF | 148,584 CHF | 100.00% | 100.00% |
12/11/2024 | 1.68% | 98.70 % | 99.70 % | 500,000 | 500,000 | 148,287 | 148,287 | 146,557 CHF | 148,379 CHF | 100.00% | 100.00% |
11/11/2024 | 1.67% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,236 | 148,236 | 147,829 CHF | 149,650 CHF | 100.00% | 100.00% |
08/11/2024 | 1.49% | 98.50 % | 99.30 % | 500,000 | 500,000 | 148,203 | 148,203 | 145,580 CHF | 147,105 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 97.70 % | 98.50 % | 500,000 | 500,000 | 148,948 | 148,948 | 145,472 CHF | 147,003 CHF | 99.24% | 99.24% |