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% | 101.40 % | 102.40 % | 500,000 | 500,000 | 143,231 | 143,231 | 145,310 CHF | 146,743 CHF | 97.95% | 97.95% |
19/11/2024 | 1.01% | 101.10 % | 102.10 % | 500,000 | 500,000 | 146,989 | 146,989 | 148,471 CHF | 149,946 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 100.80 % | 101.60 % | 500,000 | 500,000 | 145,356 | 145,356 | 146,353 CHF | 147,522 CHF | 99.06% | 99.06% |
15/11/2024 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,035 | 147,035 | 148,843 CHF | 150,023 CHF | 98.91% | 98.91% |
14/11/2024 | 0.99% | 101.40 % | 102.40 % | 500,000 | 500,000 | 147,618 | 147,618 | 149,646 CHF | 151,125 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 101.20 % | 102.20 % | 500,000 | 500,000 | 147,793 | 147,793 | 149,622 CHF | 151,102 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.50 % | 102.30 % | 500,000 | 500,000 | 147,284 | 147,284 | 149,372 CHF | 150,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.30 % | 102.10 % | 500,000 | 500,000 | 147,638 | 147,638 | 149,617 CHF | 150,801 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 101.20 % | 102.20 % | 500,000 | 500,000 | 147,502 | 147,502 | 149,340 CHF | 150,818 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 149,786 | 149,786 | 151,343 CHF | 152,841 CHF | 98.27% | 98.27% |