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 | 0.88% | 91.00 % | 91.80 % | 500'000 | 500'000 | 142'926 | 142'926 | 130'145 CHF | 131'289 CHF | 98.58% | 98.58% |
19.11.2024 | 1.10% | 91.00 % | 92.00 % | 500'000 | 500'000 | 147'453 | 147'453 | 134'707 CHF | 136'184 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 91.60 % | 92.60 % | 500'000 | 500'000 | 145'059 | 145'059 | 133'262 CHF | 134'725 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 91.30 % | 92.10 % | 500'000 | 500'000 | 147'255 | 147'255 | 135'128 CHF | 136'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 93.30 % | 94.10 % | 500'000 | 500'000 | 146'901 | 146'901 | 136'780 CHF | 137'960 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 91.60 % | 92.60 % | 500'000 | 500'000 | 147'727 | 147'727 | 134'924 CHF | 136'403 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 90.80 % | 91.80 % | 500'000 | 500'000 | 147'034 | 147'034 | 134'779 CHF | 136'254 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 93.00 % | 93.80 % | 500'000 | 500'000 | 145'991 | 145'991 | 137'078 CHF | 138'255 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 94.40 % | 95.20 % | 500'000 | 500'000 | 146'143 | 146'143 | 137'581 CHF | 138'758 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 93.60 % | 94.60 % | 500'000 | 500'000 | 148'807 | 148'807 | 138'531 CHF | 140'021 CHF | 98.80% | 98.80% |