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 | 0.81% | 97.40 % | 98.20 % | 500,000 | 500,000 | 143,742 | 143,742 | 140,267 CHF | 141,417 CHF | 97.95% | 97.95% |
19/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 148,186 | 148,186 | 144,861 CHF | 146,343 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 148,324 | 148,324 | 145,033 CHF | 146,517 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 148,182 | 148,182 | 144,291 CHF | 145,477 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 148,149 | 148,149 | 144,976 CHF | 146,161 CHF | 100.00% | 100.00% |
13/11/2024 | 3.43% | 98.60 % | 99.60 % | 500,000 | 500,000 | 147,971 | 147,971 | 145,592 CHF | 148,292 CHF | 100.00% | 100.00% |
12/11/2024 | 2.13% | 98.40 % | 99.40 % | 500,000 | 500,000 | 147,976 | 147,976 | 146,015 CHF | 148,064 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 148,236 | 148,236 | 147,379 CHF | 148,565 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 148,199 | 148,199 | 146,744 CHF | 147,930 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,821 | 148,821 | 147,684 CHF | 149,172 CHF | 99.23% | 99.23% |