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 | 1.34% | 98.60 % | 99.60 % | 500,000 | 500,000 | 143,669 | 143,669 | 141,925 CHF | 143,528 CHF | 97.95% | 97.95% |
19/11/2024 | 1.13% | 99.30 % | 100.10 % | 500,000 | 500,000 | 147,730 | 147,730 | 146,440 CHF | 147,786 CHF | 100.00% | 100.00% |
18/11/2024 | 1.12% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,295 | 148,295 | 147,710 CHF | 149,058 CHF | 100.00% | 100.00% |
15/11/2024 | 1.32% | 99.40 % | 100.40 % | 500,000 | 500,000 | 148,188 | 148,188 | 147,356 CHF | 149,000 CHF | 100.00% | 100.00% |
14/11/2024 | 1.33% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,202 | 148,202 | 147,270 CHF | 148,914 CHF | 100.00% | 100.00% |
13/11/2024 | 1.14% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,134 | 148,134 | 145,361 CHF | 146,707 CHF | 100.00% | 100.00% |
12/11/2024 | 1.13% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,263 | 148,263 | 146,338 CHF | 147,687 CHF | 100.00% | 100.00% |
11/11/2024 | 1.33% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,311 | 148,311 | 147,313 CHF | 148,958 CHF | 100.00% | 100.00% |
08/11/2024 | 1.33% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,182 | 148,182 | 146,824 CHF | 148,469 CHF | 100.00% | 100.00% |
07/11/2024 | 1.12% | 99.30 % | 100.10 % | 500,000 | 500,000 | 148,863 | 148,863 | 147,909 CHF | 149,261 CHF | 99.24% | 99.24% |