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 | 0.89% | 89.80 % | 90.60 % | 500'000 | 500'000 | 142'950 | 142'950 | 128'772 CHF | 129'916 CHF | 98.58% | 98.58% |
19.11.2024 | 1.10% | 90.40 % | 91.40 % | 500'000 | 500'000 | 147'804 | 147'804 | 133'669 CHF | 135'148 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 90.20 % | 91.20 % | 500'000 | 500'000 | 147'181 | 147'181 | 133'388 CHF | 134'864 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.50 % | 92.30 % | 500'000 | 500'000 | 147'850 | 147'850 | 136'711 CHF | 137'895 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 93.40 % | 94.20 % | 500'000 | 500'000 | 145'727 | 145'727 | 135'290 CHF | 136'465 CHF | 100.00% | 100.00% |
13.11.2024 | 2.30% | 93.20 % | 94.20 % | 500'000 | 500'000 | 146'306 | 146'306 | 135'228 CHF | 137'231 CHF | 100.00% | 100.00% |
12.11.2024 | 1.64% | 92.20 % | 93.20 % | 500'000 | 500'000 | 148'140 | 148'140 | 137'263 CHF | 139'018 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 94.70 % | 95.50 % | 500'000 | 500'000 | 147'261 | 147'261 | 139'655 CHF | 140'837 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 94.30 % | 95.10 % | 500'000 | 500'000 | 145'049 | 145'049 | 136'707 CHF | 137'880 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 97.30 % | 98.30 % | 500'000 | 500'000 | 148'889 | 148'889 | 144'184 CHF | 145'673 CHF | 99.23% | 99.23% |