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 | 1.09% | 97.40 % | 98.40 % | 500'000 | 500'000 | 143'793 | 143'793 | 140'160 CHF | 141'630 CHF | 97.95% | 97.95% |
19.11.2024 | 1.11% | 96.70 % | 97.70 % | 500'000 | 500'000 | 146'967 | 146'967 | 142'256 CHF | 143'761 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 98.20 % | 99.00 % | 500'000 | 500'000 | 148'347 | 148'347 | 145'493 CHF | 146'713 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 97.40 % | 98.20 % | 500'000 | 500'000 | 145'530 | 145'530 | 141'997 CHF | 143'207 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 98.30 % | 99.30 % | 500'000 | 500'000 | 148'222 | 148'222 | 145'718 CHF | 147'233 CHF | 100.00% | 100.00% |
13.11.2024 | 4.18% | 98.00 % | 99.00 % | 500'000 | 500'000 | 147'562 | 147'562 | 144'469 CHF | 147'542 CHF | 99.82% | 99.82% |
12.11.2024 | 2.69% | 97.70 % | 98.50 % | 500'000 | 500'000 | 147'421 | 147'421 | 144'238 CHF | 146'363 CHF | 99.75% | 99.75% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 148'082 | 148'082 | 145'921 CHF | 147'106 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'259 | 148'259 | 145'095 CHF | 146'577 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'317 | 148'317 | 145'224 CHF | 146'707 CHF | 99.76% | 99.76% |