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 | 0.69% | 96.10 % | 96.60 % | 500'000 | 500'000 | 145'812 | 145'812 | 139'766 CHF | 140'569 CHF | 99.00% | 99.00% |
19.11.2024 | 1.19% | 96.10 % | 96.60 % | 500'000 | 500'000 | 144'135 | 144'135 | 138'562 CHF | 139'587 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 95.60 % | 96.10 % | 500'000 | 500'000 | 144'523 | 144'523 | 138'604 CHF | 139'399 CHF | 99.77% | 99.77% |
15.11.2024 | 0.68% | 95.60 % | 96.10 % | 500'000 | 500'000 | 144'209 | 144'209 | 137'875 CHF | 138'664 CHF | 99.03% | 99.03% |
14.11.2024 | 0.68% | 94.60 % | 95.10 % | 500'000 | 500'000 | 145'029 | 145'029 | 137'686 CHF | 138'479 CHF | 99.10% | 99.10% |
13.11.2024 | 1.20% | 94.90 % | 95.40 % | 500'000 | 500'000 | 144'832 | 144'832 | 136'756 CHF | 137'788 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 94.90 % | 95.40 % | 500'000 | 500'000 | 144'846 | 144'846 | 137'386 CHF | 138'181 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 95.00 % | 95.50 % | 500'000 | 500'000 | 144'911 | 144'911 | 138'500 CHF | 139'294 CHF | 99.87% | 99.87% |
08.11.2024 | 0.68% | 95.20 % | 95.70 % | 500'000 | 500'000 | 144'781 | 144'781 | 137'723 CHF | 138'519 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 95.50 % | 96.00 % | 500'000 | 500'000 | 145'589 | 145'589 | 139'456 CHF | 140'253 CHF | 99.23% | 99.23% |