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% | 81.68 % | 82.29 % | 244,000 | 243,000 | 240,941 | 239,175 | 199,545 CHF | 199,576 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 83.57 % | 84.20 % | 239,000 | 237,000 | 238,062 | 236,253 | 199,601 CHF | 199,575 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 83.75 % | 84.38 % | 238,000 | 237,000 | 239,032 | 237,204 | 199,598 CHF | 199,565 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 83.21 % | 83.84 % | 240,000 | 238,000 | 239,104 | 237,307 | 199,547 CHF | 199,542 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 83.63 % | 84.26 % | 239,000 | 237,000 | 240,928 | 239,119 | 199,571 CHF | 199,568 CHF | 99.89% | 99.89% |
13/11/2024 | 0.75% | 83.19 % | 83.82 % | 240,000 | 238,000 | 237,582 | 235,803 | 199,577 CHF | 199,570 CHF | 99.98% | 99.98% |
12/11/2024 | 0.74% | 85.27 % | 85.92 % | 234,000 | 232,000 | 228,414 | 226,668 | 199,588 CHF | 199,543 CHF | 99.95% | 99.95% |
11/11/2024 | 0.75% | 94.22 % | 94.93 % | 212,000 | 210,000 | 211,436 | 209,741 | 199,616 CHF | 199,505 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 93.32 % | 94.03 % | 214,000 | 212,000 | 212,759 | 211,042 | 199,637 CHF | 199,525 CHF | 99.98% | 99.98% |
07/11/2024 | 0.75% | 93.96 % | 94.67 % | 212,000 | 211,000 | 210,856 | 209,477 | 199,391 CHF | 199,577 CHF | 99.98% | 99.98% |