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% | 53.43 % | 53.83 % | 374,000 | 371,000 | 368,937 | 366,172 | 199,738 CHF | 199,734 CHF | 99.95% | 99.95% |
19/11/2024 | 0.75% | 54.48 % | 54.89 % | 367,000 | 364,000 | 366,560 | 363,827 | 199,725 CHF | 199,728 CHF | 99.98% | 99.98% |
18/11/2024 | 0.75% | 54.27 % | 54.68 % | 368,000 | 365,000 | 367,252 | 364,522 | 199,721 CHF | 199,730 CHF | 99.95% | 99.95% |
15/11/2024 | 0.74% | 54.54 % | 54.95 % | 366,000 | 363,000 | 363,597 | 360,892 | 199,709 CHF | 199,703 CHF | 99.91% | 99.91% |
14/11/2024 | 0.75% | 55.31 % | 55.73 % | 361,000 | 358,000 | 366,102 | 363,370 | 199,717 CHF | 199,722 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 54.78 % | 55.19 % | 365,000 | 362,000 | 361,166 | 358,444 | 199,725 CHF | 199,711 CHF | 99.98% | 99.98% |
12/11/2024 | 0.75% | 56.10 % | 56.52 % | 356,000 | 353,000 | 343,743 | 341,172 | 199,707 CHF | 199,705 CHF | 99.93% | 99.93% |
11/11/2024 | 0.75% | 66.74 % | 67.24 % | 299,000 | 297,000 | 299,117 | 296,903 | 199,652 CHF | 199,664 CHF | 99.95% | 99.95% |
08/11/2024 | 0.74% | 65.78 % | 66.27 % | 304,000 | 301,000 | 303,190 | 300,981 | 199,664 CHF | 199,691 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 66.54 % | 67.04 % | 300,000 | 298,000 | 299,233 | 296,982 | 199,688 CHF | 199,678 CHF | 99.95% | 99.95% |