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 | 0.74% | 97.95 % | 98.68 % | 153,000 | 152,000 | 152,144 | 151,063 | 149,408 CHF | 149,450 CHF | 99.98% | 99.98% |
19/11/2024 | 0.74% | 98.04 % | 98.77 % | 152,000 | 151,000 | 152,897 | 151,359 | 149,779 CHF | 149,376 CHF | 99.98% | 99.98% |
18/11/2024 | 0.74% | 98.08 % | 98.81 % | 152,000 | 151,000 | 152,793 | 151,075 | 149,749 CHF | 149,168 CHF | 99.94% | 99.94% |
15/11/2024 | 0.76% | 98.08 % | 98.81 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,572 CHF | 149,714 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 98.59 % | 99.34 % | 152,000 | 150,000 | 151,500 | 150,054 | 149,481 CHF | 149,179 CHF | 99.98% | 99.98% |
13/11/2024 | 0.76% | 98.50 % | 99.25 % | 152,000 | 151,000 | 152,000 | 150,883 | 149,783 CHF | 149,814 CHF | 99.99% | 99.99% |
12/11/2024 | 0.76% | 98.34 % | 99.09 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,492 CHF | 149,641 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 98.37 % | 99.12 % | 152,000 | 151,000 | 152,000 | 150,998 | 149,726 CHF | 149,872 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 98.37 % | 99.12 % | 152,000 | 151,000 | 152,000 | 150,999 | 149,667 CHF | 149,814 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 98.46 % | 99.21 % | 152,000 | 151,000 | 152,970 | 151,970 | 149,543 CHF | 149,675 CHF | 100.00% | 100.00% |