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% | 96.88 % | 97.61 % | 154,000 | 153,000 | 154,005 | 152,835 | 149,387 CHF | 149,368 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 97.51 % | 98.24 % | 153,000 | 152,000 | 153,890 | 152,651 | 149,581 CHF | 149,491 CHF | 99.97% | 99.97% |
18/11/2024 | 0.75% | 97.39 % | 98.12 % | 154,000 | 152,000 | 153,457 | 152,249 | 149,569 CHF | 149,502 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 97.41 % | 98.14 % | 153,000 | 152,000 | 153,366 | 152,196 | 149,403 CHF | 149,374 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 97.42 % | 98.15 % | 153,000 | 152,000 | 154,547 | 153,323 | 149,430 CHF | 149,366 CHF | 99.95% | 99.95% |
13/11/2024 | 0.76% | 95.88 % | 96.61 % | 156,000 | 155,000 | 156,002 | 154,999 | 149,440 CHF | 149,605 CHF | 99.98% | 99.98% |
12/11/2024 | 0.76% | 95.62 % | 96.34 % | 156,000 | 155,000 | 155,400 | 154,193 | 149,472 CHF | 149,436 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 96.56 % | 97.29 % | 155,000 | 154,000 | 155,000 | 153,988 | 149,565 CHF | 149,713 CHF | 99.96% | 99.96% |
08/11/2024 | 0.75% | 95.94 % | 96.67 % | 156,000 | 155,000 | 154,597 | 153,409 | 149,551 CHF | 149,522 CHF | 99.96% | 99.96% |
07/11/2024 | 0.75% | 98.41 % | 99.16 % | 152,000 | 151,000 | 151,936 | 150,838 | 149,599 CHF | 149,642 CHF | 99.99% | 99.99% |