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 | 0.74% | 99.60 % | 100.10 % | 500'000 | 500'000 | 145'116 | 145'116 | 144'556 CHF | 145'377 CHF | 99.64% | 99.64% |
19.11.2024 | 0.73% | 99.30 % | 99.80 % | 500'000 | 500'000 | 146'963 | 146'963 | 145'910 CHF | 146'750 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 98.90 % | 99.40 % | 500'000 | 500'000 | 146'879 | 146'879 | 145'181 CHF | 146'018 CHF | 99.77% | 99.77% |
15.11.2024 | 0.72% | 98.70 % | 99.20 % | 500'000 | 500'000 | 147'422 | 147'422 | 145'633 CHF | 146'473 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 98.30 % | 98.80 % | 500'000 | 500'000 | 145'698 | 145'698 | 143'325 CHF | 144'162 CHF | 99.10% | 99.10% |
13.11.2024 | 2.93% | 98.70 % | 99.20 % | 500'000 | 500'000 | 145'041 | 145'041 | 143'336 CHF | 145'247 CHF | 99.30% | 99.30% |
12.11.2024 | 1.65% | 98.90 % | 99.40 % | 500'000 | 500'000 | 144'886 | 144'886 | 143'334 CHF | 144'607 CHF | 99.69% | 99.69% |
11.11.2024 | 0.52% | 99.40 % | 99.90 % | 500'000 | 500'000 | 144'421 | 144'421 | 143'728 CHF | 144'456 CHF | 99.87% | 99.87% |
08.11.2024 | 0.53% | 99.50 % | 100.00 % | 500'000 | 500'000 | 143'827 | 143'827 | 143'046 CHF | 143'773 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 100.00 % | 100.50 % | 500'000 | 500'000 | 144'796 | 144'796 | 144'740 CHF | 145'467 CHF | 100.00% | 100.00% |