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 | 1.00% | 101.60 % | 102.60 % | 500,000 | 500,000 | 142,434 | 142,434 | 144,723 CHF | 146,148 CHF | 97.73% | 97.73% |
19/11/2024 | 1.00% | 101.40 % | 102.40 % | 500,000 | 500,000 | 145,903 | 145,903 | 147,827 CHF | 149,291 CHF | 99.67% | 99.67% |
18/11/2024 | 0.81% | 101.50 % | 102.30 % | 500,000 | 500,000 | 146,786 | 146,786 | 148,943 CHF | 150,124 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.20 % | 103.00 % | 500,000 | 500,000 | 148,003 | 148,003 | 151,421 CHF | 152,609 CHF | 99.19% | 99.19% |
14/11/2024 | 1.00% | 102.40 % | 103.40 % | 500,000 | 500,000 | 124,228 | 124,228 | 127,191 CHF | 128,442 CHF | 94.09% | 94.09% |
13/11/2024 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 147,793 | 147,793 | 151,271 CHF | 152,750 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,284 | 147,284 | 150,870 CHF | 152,052 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 102.00 % | 102.80 % | 500,000 | 500,000 | 147,637 | 147,637 | 150,569 CHF | 151,753 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 101.30 % | 102.30 % | 500,000 | 500,000 | 147,502 | 147,502 | 149,504 CHF | 150,982 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.30 % | 102.30 % | 500,000 | 500,000 | 149,763 | 149,763 | 151,635 CHF | 153,133 CHF | 98.27% | 98.27% |