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 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 143'079 | 143'079 | 142'079 CHF | 143'223 CHF | 98.58% | 98.58% |
19.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'199 | 148'199 | 146'772 CHF | 148'254 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'347 | 148'347 | 147'058 CHF | 148'541 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'256 | 148'256 | 147'560 CHF | 148'746 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'186 | 148'186 | 147'440 CHF | 148'626 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 148'169 | 148'169 | 146'705 CHF | 148'187 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'331 | 148'331 | 147'222 CHF | 148'705 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 148'351 | 148'351 | 147'843 CHF | 149'029 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'203 | 148'203 | 147'300 CHF | 148'486 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 149'039 | 149'039 | 147'871 CHF | 149'362 CHF | 99.24% | 99.24% |