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 | 1.66% | 104.30 % | 105.30 % | 500'000 | 500'000 | 143'695 | 143'695 | 149'864 CHF | 151'674 CHF | 97.95% | 97.95% |
19.11.2024 | 1.65% | 104.30 % | 105.30 % | 500'000 | 500'000 | 148'160 | 148'160 | 154'497 CHF | 156'345 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 104.40 % | 105.20 % | 500'000 | 500'000 | 148'313 | 148'313 | 154'693 CHF | 156'247 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 104.30 % | 105.10 % | 500'000 | 500'000 | 148'229 | 148'229 | 154'580 CHF | 156'133 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 104.10 % | 105.10 % | 500'000 | 500'000 | 148'215 | 148'215 | 154'191 CHF | 156'041 CHF | 100.00% | 100.00% |
13.11.2024 | 1.93% | 104.00 % | 105.00 % | 500'000 | 500'000 | 131'014 | 131'014 | 136'252 CHF | 137'844 CHF | 100.00% | 100.00% |
12.11.2024 | 1.46% | 104.20 % | 105.00 % | 500'000 | 500'000 | 148'227 | 148'227 | 154'457 CHF | 156'010 CHF | 100.00% | 100.00% |
11.11.2024 | 1.46% | 104.30 % | 105.10 % | 500'000 | 500'000 | 148'327 | 148'327 | 154'816 CHF | 156'370 CHF | 100.00% | 100.00% |
08.11.2024 | 1.80% | 104.20 % | 105.20 % | 500'000 | 500'000 | 137'268 | 137'268 | 142'994 CHF | 144'686 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 104.20 % | 105.20 % | 500'000 | 500'000 | 147'941 | 147'941 | 154'152 CHF | 155'999 CHF | 99.23% | 99.23% |