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% | 87.57 % | 88.23 % | 171,000 | 170,000 | 170,148 | 168,846 | 149,589 CHF | 149,565 CHF | 99.93% | 99.93% |
19/11/2024 | 0.75% | 88.86 % | 89.53 % | 168,000 | 167,000 | 168,606 | 167,458 | 149,525 CHF | 149,629 CHF | 99.97% | 99.97% |
18/11/2024 | 0.75% | 88.95 % | 89.62 % | 168,000 | 167,000 | 167,002 | 165,808 | 149,523 CHF | 149,571 CHF | 99.96% | 99.96% |
15/11/2024 | 0.75% | 89.70 % | 90.37 % | 167,000 | 165,000 | 167,657 | 166,465 | 149,485 CHF | 149,537 CHF | 99.97% | 99.97% |
14/11/2024 | 0.75% | 88.26 % | 88.93 % | 169,000 | 168,000 | 171,647 | 170,336 | 149,544 CHF | 149,513 CHF | 99.93% | 99.93% |
13/11/2024 | 0.75% | 86.50 % | 87.15 % | 173,000 | 172,000 | 173,815 | 172,539 | 149,554 CHF | 149,577 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 85.39 % | 86.04 % | 175,000 | 174,000 | 173,940 | 172,594 | 149,582 CHF | 149,547 CHF | 99.91% | 99.91% |
11/11/2024 | 0.76% | 88.12 % | 88.79 % | 170,000 | 168,000 | 169,684 | 168,407 | 149,533 CHF | 149,533 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 87.67 % | 88.33 % | 171,000 | 169,000 | 167,990 | 166,676 | 149,602 CHF | 149,550 CHF | 99.96% | 99.96% |
07/11/2024 | 0.75% | 93.34 % | 94.05 % | 160,000 | 159,000 | 160,901 | 159,734 | 149,527 CHF | 149,560 CHF | 99.94% | 99.94% |