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% | 102.50 % | 103.27 % | 195,000 | 193,000 | 194,693 | 192,997 | 199,721 CHF | 199,468 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 102.44 % | 103.21 % | 195,000 | 193,000 | 194,951 | 193,318 | 199,561 CHF | 199,378 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 102.56 % | 103.33 % | 195,000 | 193,000 | 194,999 | 193,095 | 199,697 CHF | 199,233 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 102.61 % | 103.38 % | 194,000 | 193,000 | 194,001 | 192,660 | 199,492 CHF | 199,597 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 102.95 % | 103.72 % | 194,000 | 192,000 | 194,324 | 192,498 | 199,603 CHF | 199,209 CHF | 99.98% | 99.98% |
13/11/2024 | 0.75% | 102.36 % | 103.13 % | 195,000 | 193,000 | 195,308 | 193,627 | 199,632 CHF | 199,404 CHF | 99.98% | 99.98% |
12/11/2024 | 0.75% | 102.32 % | 103.09 % | 195,000 | 194,000 | 194,512 | 193,016 | 199,513 CHF | 199,465 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 102.97 % | 103.74 % | 194,000 | 192,000 | 194,000 | 192,239 | 199,599 CHF | 199,267 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 102.45 % | 103.22 % | 195,000 | 193,000 | 194,922 | 193,060 | 199,807 CHF | 199,384 CHF | 99.94% | 99.94% |
07/11/2024 | 0.75% | 102.57 % | 103.34 % | 194,000 | 193,000 | 194,202 | 193,071 | 199,193 CHF | 199,520 CHF | 99.99% | 99.99% |