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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.75% | 94.30 % | 95.01 % | 212,000 | 210,000 | 211,822 | 210,271 | 199,541 CHF | 199,572 CHF | 99.92% | 99.92% |
20/11/2024 | 0.75% | 94.09 % | 94.80 % | 212,000 | 210,000 | 210,324 | 208,795 | 199,463 CHF | 199,496 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 94.53 % | 95.24 % | 211,000 | 209,000 | 210,995 | 209,311 | 199,568 CHF | 199,461 CHF | 99.93% | 99.93% |
18/11/2024 | 0.74% | 95.23 % | 95.94 % | 210,000 | 208,000 | 209,230 | 207,820 | 199,412 CHF | 199,548 CHF | 99.99% | 99.99% |
15/11/2024 | 0.74% | 95.17 % | 95.88 % | 210,000 | 208,000 | 209,446 | 208,032 | 199,463 CHF | 199,594 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 95.27 % | 95.98 % | 209,000 | 208,000 | 210,403 | 208,792 | 199,549 CHF | 199,504 CHF | 99.93% | 99.93% |
13/11/2024 | 0.75% | 94.26 % | 94.97 % | 212,000 | 210,000 | 211,691 | 210,091 | 199,517 CHF | 199,500 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 93.77 % | 94.48 % | 213,000 | 211,000 | 211,193 | 209,784 | 199,477 CHF | 199,636 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 95.59 % | 96.31 % | 209,000 | 207,000 | 208,880 | 207,312 | 199,507 CHF | 199,501 CHF | 99.94% | 99.94% |
08/11/2024 | 0.75% | 94.78 % | 95.49 % | 211,000 | 209,000 | 210,152 | 208,655 | 199,527 CHF | 199,587 CHF | 99.99% | 99.99% |