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 | 0.87% | 92.10 % | 92.90 % | 500'000 | 500'000 | 143'765 | 143'765 | 132'348 CHF | 133'498 CHF | 97.95% | 97.95% |
19.11.2024 | 1.08% | 92.00 % | 93.00 % | 500'000 | 500'000 | 148'213 | 148'213 | 136'236 CHF | 137'719 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 92.90 % | 93.90 % | 500'000 | 500'000 | 148'332 | 148'332 | 137'656 CHF | 139'142 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 92.40 % | 93.20 % | 500'000 | 500'000 | 148'239 | 148'239 | 138'009 CHF | 139'196 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 148'222 | 148'222 | 140'308 CHF | 141'494 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 94.40 % | 95.40 % | 500'000 | 500'000 | 148'210 | 148'210 | 140'010 CHF | 141'492 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 148'318 | 148'318 | 140'758 CHF | 142'242 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 148'240 | 148'240 | 141'901 CHF | 143'087 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 148'203 | 148'203 | 141'430 CHF | 142'616 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.30 % | 96.30 % | 500'000 | 500'000 | 148'951 | 148'951 | 142'191 CHF | 143'681 CHF | 99.24% | 99.24% |