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 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 143'248 | 143'248 | 144'719 CHF | 145'865 CHF | 98.58% | 98.58% |
19.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 148'121 | 148'121 | 149'447 CHF | 150'928 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 148'336 | 148'336 | 149'817 CHF | 151'300 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 148'239 | 148'239 | 149'583 CHF | 150'769 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 148'333 | 148'333 | 149'772 CHF | 150'959 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 148'192 | 148'192 | 149'295 CHF | 150'777 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 148'286 | 148'286 | 149'515 CHF | 150'998 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 148'204 | 148'204 | 149'682 CHF | 150'868 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 148'220 | 148'220 | 149'411 CHF | 150'597 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 148'769 | 148'769 | 150'108 CHF | 151'596 CHF | 99.23% | 99.23% |