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 | 1.64% | 96.80 % | 97.60 % | 500'000 | 500'000 | 138'681 | 138'681 | 134'061 CHF | 135'472 CHF | 98.58% | 98.58% |
19.11.2024 | 1.55% | 96.30 % | 97.10 % | 500'000 | 500'000 | 147'575 | 147'575 | 141'316 CHF | 142'837 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 95.00 % | 96.00 % | 500'000 | 500'000 | 147'575 | 147'575 | 140'488 CHF | 142'304 CHF | 100.00% | 100.00% |
15.11.2024 | 1.72% | 96.30 % | 97.30 % | 500'000 | 500'000 | 147'456 | 147'456 | 142'364 CHF | 144'177 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 98.90 % | 99.70 % | 500'000 | 500'000 | 148'167 | 148'167 | 146'565 CHF | 148'089 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'210 | 148'210 | 147'057 CHF | 148'584 CHF | 100.00% | 100.00% |
12.11.2024 | 1.68% | 98.70 % | 99.70 % | 500'000 | 500'000 | 148'287 | 148'287 | 146'557 CHF | 148'379 CHF | 100.00% | 100.00% |
11.11.2024 | 1.67% | 99.90 % | 100.90 % | 500'000 | 500'000 | 148'236 | 148'236 | 147'829 CHF | 149'650 CHF | 100.00% | 100.00% |
08.11.2024 | 1.49% | 98.50 % | 99.30 % | 500'000 | 500'000 | 148'203 | 148'203 | 145'580 CHF | 147'105 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 97.70 % | 98.50 % | 500'000 | 500'000 | 148'948 | 148'948 | 145'472 CHF | 147'003 CHF | 99.24% | 99.24% |