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% | 97.29 % | 98.02 % | 205,000 | 204,000 | 205,017 | 203,306 | 199,548 CHF | 199,367 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 96.91 % | 97.64 % | 206,000 | 204,000 | 205,489 | 203,949 | 199,549 CHF | 199,543 CHF | 99.97% | 99.97% |
18/11/2024 | 0.75% | 97.28 % | 98.01 % | 205,000 | 204,000 | 205,205 | 203,793 | 199,482 CHF | 199,596 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 97.01 % | 97.74 % | 206,000 | 204,000 | 205,180 | 203,716 | 199,456 CHF | 199,519 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 97.60 % | 98.33 % | 204,000 | 203,000 | 204,877 | 203,161 | 199,601 CHF | 199,411 CHF | 99.96% | 99.96% |
13/11/2024 | 0.75% | 97.46 % | 98.19 % | 205,000 | 203,000 | 204,635 | 203,129 | 199,487 CHF | 199,502 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 97.46 % | 98.19 % | 205,000 | 203,000 | 204,063 | 202,833 | 199,430 CHF | 199,709 CHF | 100.00% | 100.00% |
11/11/2024 | 0.74% | 97.84 % | 98.57 % | 204,000 | 202,000 | 203,972 | 202,297 | 199,642 CHF | 199,479 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 96.83 % | 97.56 % | 206,000 | 205,000 | 206,027 | 204,802 | 199,319 CHF | 199,629 CHF | 99.98% | 99.98% |
07/11/2024 | 0.74% | 97.38 % | 98.11 % | 205,000 | 203,000 | 204,070 | 202,753 | 199,372 CHF | 199,565 CHF | 99.97% | 99.97% |