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 | 0.84% | 94.00 % | 94.80 % | 500'000 | 500'000 | 143'680 | 143'680 | 135'671 CHF | 136'820 CHF | 97.95% | 97.95% |
19.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 147'742 | 147'742 | 141'367 CHF | 142'846 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 95.60 % | 96.60 % | 500'000 | 500'000 | 148'317 | 148'317 | 142'883 CHF | 144'366 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 97.60 % | 98.40 % | 500'000 | 500'000 | 144'787 | 144'787 | 141'414 CHF | 142'588 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 148'323 | 148'323 | 144'475 CHF | 145'661 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 148'175 | 148'175 | 144'537 CHF | 146'019 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 97.60 % | 98.60 % | 500'000 | 500'000 | 142'531 | 142'531 | 139'284 CHF | 140'735 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.80 % | 98.60 % | 500'000 | 500'000 | 148'342 | 148'342 | 145'060 CHF | 146'247 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 148'280 | 148'280 | 143'814 CHF | 145'000 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 96.50 % | 97.50 % | 500'000 | 500'000 | 148'307 | 148'307 | 143'159 CHF | 144'645 CHF | 99.23% | 99.23% |