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 | 0.76% | 58.46 % | 58.90 % | 342,000 | 339,000 | 337,851 | 335,190 | 199,696 CHF | 199,631 CHF | 99.91% | 99.91% |
19/11/2024 | 0.75% | 58.85 % | 59.29 % | 339,000 | 337,000 | 339,595 | 337,023 | 199,714 CHF | 199,687 CHF | 99.86% | 99.86% |
18/11/2024 | 0.75% | 59.52 % | 59.97 % | 336,000 | 333,000 | 332,902 | 330,494 | 199,695 CHF | 199,747 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 61.06 % | 61.52 % | 327,000 | 325,000 | 325,253 | 322,931 | 199,642 CHF | 199,702 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 61.50 % | 61.97 % | 325,000 | 322,000 | 331,375 | 328,858 | 199,715 CHF | 199,693 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 59.50 % | 59.95 % | 336,000 | 333,000 | 333,316 | 330,761 | 199,731 CHF | 199,689 CHF | 99.95% | 99.95% |
12/11/2024 | 0.75% | 60.03 % | 60.49 % | 333,000 | 330,000 | 328,154 | 325,675 | 199,704 CHF | 199,694 CHF | 99.96% | 99.96% |
11/11/2024 | 0.75% | 62.81 % | 63.28 % | 318,000 | 316,000 | 312,993 | 310,617 | 199,700 CHF | 199,671 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 63.67 % | 64.15 % | 314,000 | 311,000 | 309,194 | 306,889 | 199,685 CHF | 199,686 CHF | 99.88% | 99.88% |
07/11/2024 | 1.09% | 67.48 % | 68.23 % | 296,000 | 293,000 | 292,614 | 289,442 | 199,687 CHF | 199,693 CHF | 99.94% | 99.94% |