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 | 0.75% | 99.22 % | 99.97 % | 201,000 | 200,000 | 201,002 | 199,498 | 199,475 CHF | 199,478 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 99.26 % | 100.01 % | 201,000 | 199,000 | 200,955 | 199,409 | 199,501 CHF | 199,461 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 99.45 % | 100.20 % | 201,000 | 199,000 | 200,894 | 199,000 | 199,691 CHF | 199,301 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 99.39 % | 100.14 % | 201,000 | 199,000 | 200,213 | 199,000 | 199,352 CHF | 199,636 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 99.49 % | 100.24 % | 201,000 | 199,000 | 200,441 | 199,000 | 199,480 CHF | 199,538 CHF | 99.97% | 99.97% |
13/11/2024 | 0.75% | 99.49 % | 100.24 % | 201,000 | 199,000 | 200,981 | 199,006 | 199,774 CHF | 199,303 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 99.26 % | 100.01 % | 201,000 | 199,000 | 200,955 | 199,025 | 199,846 CHF | 199,420 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 99.64 % | 100.39 % | 200,000 | 199,000 | 200,001 | 198,896 | 199,282 CHF | 199,672 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 99.53 % | 100.28 % | 200,000 | 199,000 | 200,575 | 199,000 | 199,546 CHF | 199,472 CHF | 99.97% | 99.97% |
07/11/2024 | 0.75% | 99.25 % | 100.00 % | 201,000 | 200,000 | 201,000 | 199,395 | 199,565 CHF | 199,467 CHF | 100.00% | 100.00% |