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% | 97.20 % | 97.93 % | 205,000 | 204,000 | 205,387 | 203,842 | 199,507 CHF | 199,494 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 96.51 % | 97.24 % | 207,000 | 165,000 | 206,887 | 204,455 | 199,542 CHF | 198,688 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 96.98 % | 97.71 % | 206,000 | 204,000 | 205,596 | 203,974 | 199,524 CHF | 199,439 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 96.97 % | 97.70 % | 206,000 | 204,000 | 206,000 | 204,091 | 199,639 CHF | 199,279 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 97.31 % | 98.04 % | 205,000 | 203,000 | 205,570 | 203,934 | 199,570 CHF | 199,471 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 96.76 % | 97.49 % | 206,000 | 205,000 | 206,011 | 204,566 | 199,492 CHF | 199,588 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 96.90 % | 97.63 % | 206,000 | 204,000 | 205,125 | 203,523 | 199,499 CHF | 199,426 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 97.90 % | 98.63 % | 204,000 | 202,000 | 203,670 | 201,718 | 199,633 CHF | 199,204 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 98.11 % | 98.84 % | 203,000 | 202,000 | 203,509 | 201,993 | 199,552 CHF | 199,541 CHF | 99.94% | 99.94% |
07/11/2024 | 0.76% | 98.30 % | 99.04 % | 203,000 | 201,000 | 202,770 | 201,000 | 199,626 CHF | 199,387 CHF | 100.00% | 100.00% |