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 | 0.81% | 97.40 % | 98.20 % | 500'000 | 500'000 | 143'742 | 143'742 | 140'267 CHF | 141'417 CHF | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'186 | 148'186 | 144'861 CHF | 146'343 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'324 | 148'324 | 145'033 CHF | 146'517 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 148'182 | 148'182 | 144'291 CHF | 145'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 148'149 | 148'149 | 144'976 CHF | 146'161 CHF | 100.00% | 100.00% |
13.11.2024 | 3.43% | 98.60 % | 99.60 % | 500'000 | 500'000 | 147'971 | 147'971 | 145'592 CHF | 148'292 CHF | 100.00% | 100.00% |
12.11.2024 | 2.13% | 98.40 % | 99.40 % | 500'000 | 500'000 | 147'976 | 147'976 | 146'015 CHF | 148'064 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 148'236 | 148'236 | 147'379 CHF | 148'565 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 148'199 | 148'199 | 146'744 CHF | 147'930 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'821 | 148'821 | 147'684 CHF | 149'172 CHF | 99.23% | 99.23% |