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 | 1.53% | 100.00 % | 100.80 % | 500'000 | 500'000 | 143'257 | 143'257 | 143'432 CHF | 144'950 CHF | 98.58% | 98.58% |
19.11.2024 | 1.72% | 100.20 % | 101.20 % | 500'000 | 500'000 | 147'742 | 147'742 | 148'017 CHF | 149'861 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 100.10 % | 101.10 % | 500'000 | 500'000 | 148'305 | 148'305 | 148'806 CHF | 150'656 CHF | 100.00% | 100.00% |
15.11.2024 | 1.55% | 100.90 % | 101.70 % | 500'000 | 500'000 | 144'793 | 144'793 | 146'229 CHF | 147'734 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 100.90 % | 101.70 % | 500'000 | 500'000 | 148'292 | 148'292 | 149'664 CHF | 151'218 CHF | 100.00% | 100.00% |
13.11.2024 | 1.70% | 101.00 % | 102.00 % | 500'000 | 500'000 | 148'184 | 148'184 | 149'620 CHF | 151'469 CHF | 100.00% | 100.00% |
12.11.2024 | 1.79% | 100.70 % | 101.70 % | 500'000 | 500'000 | 142'524 | 142'524 | 143'490 CHF | 145'250 CHF | 100.00% | 100.00% |
11.11.2024 | 1.51% | 101.00 % | 101.80 % | 500'000 | 500'000 | 148'330 | 148'330 | 149'775 CHF | 151'329 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 101.20 % | 102.00 % | 500'000 | 500'000 | 148'276 | 148'276 | 149'980 CHF | 151'533 CHF | 100.00% | 100.00% |
07.11.2024 | 1.72% | 100.50 % | 101.50 % | 500'000 | 500'000 | 148'298 | 148'298 | 149'054 CHF | 150'901 CHF | 99.24% | 99.24% |