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 | 1.67% | 104.20 % | 105.20 % | 500'000 | 500'000 | 143'123 | 143'123 | 148'484 CHF | 150'288 CHF | 98.58% | 98.58% |
19.11.2024 | 1.64% | 104.20 % | 105.20 % | 500'000 | 500'000 | 148'233 | 148'233 | 154'534 CHF | 156'384 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 104.60 % | 105.40 % | 500'000 | 500'000 | 148'316 | 148'316 | 154'945 CHF | 156'499 CHF | 100.00% | 100.00% |
15.11.2024 | 1.47% | 102.90 % | 103.70 % | 500'000 | 500'000 | 149'400 | 149'400 | 154'002 CHF | 155'562 CHF | 98.83% | 98.83% |
14.11.2024 | 1.66% | 103.30 % | 104.30 % | 500'000 | 500'000 | 148'295 | 148'295 | 153'219 CHF | 155'069 CHF | 100.00% | 100.00% |
13.11.2024 | 1.66% | 103.30 % | 104.30 % | 500'000 | 500'000 | 148'229 | 148'229 | 153'303 CHF | 155'152 CHF | 100.00% | 100.00% |
12.11.2024 | 1.47% | 102.50 % | 103.30 % | 500'000 | 500'000 | 148'241 | 148'241 | 152'607 CHF | 154'160 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 103.40 % | 104.20 % | 500'000 | 500'000 | 148'259 | 148'259 | 153'610 CHF | 155'163 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 102.60 % | 103.60 % | 500'000 | 500'000 | 148'222 | 148'222 | 152'203 CHF | 154'053 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 103.10 % | 104.10 % | 500'000 | 500'000 | 148'952 | 148'952 | 153'461 CHF | 155'318 CHF | 99.23% | 99.23% |