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 | 1.70% | 101.00 % | 102.00 % | 500'000 | 500'000 | 143'855 | 143'855 | 145'617 CHF | 147'428 CHF | 97.94% | 97.94% |
19.11.2024 | 1.70% | 101.50 % | 102.50 % | 500'000 | 500'000 | 147'742 | 147'742 | 149'808 CHF | 151'652 CHF | 100.00% | 100.00% |
18.11.2024 | 1.49% | 101.50 % | 102.30 % | 500'000 | 500'000 | 148'292 | 148'292 | 150'971 CHF | 152'525 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 102.80 % | 103.60 % | 500'000 | 500'000 | 144'793 | 144'793 | 148'916 CHF | 150'421 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 102.10 % | 103.10 % | 500'000 | 500'000 | 148'291 | 148'291 | 151'415 CHF | 153'265 CHF | 100.00% | 100.00% |
13.11.2024 | 1.69% | 101.80 % | 102.80 % | 500'000 | 500'000 | 148'184 | 148'184 | 150'850 CHF | 152'700 CHF | 100.00% | 100.00% |
12.11.2024 | 1.59% | 100.90 % | 101.70 % | 500'000 | 500'000 | 142'516 | 142'516 | 143'776 CHF | 145'251 CHF | 100.00% | 100.00% |
11.11.2024 | 1.51% | 100.90 % | 101.70 % | 500'000 | 500'000 | 148'321 | 148'321 | 149'528 CHF | 151'082 CHF | 100.00% | 100.00% |
08.11.2024 | 1.72% | 99.90 % | 100.90 % | 500'000 | 500'000 | 148'256 | 148'256 | 147'924 CHF | 149'774 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 99.20 % | 100.20 % | 500'000 | 500'000 | 148'301 | 147'418 | 147'079 CHF | 148'035 CHF | 99.23% | 99.23% |