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 | 1.00% | 101.60 % | 102.60 % | 500'000 | 500'000 | 142'434 | 142'434 | 144'723 CHF | 146'148 CHF | 97.73% | 97.73% |
19.11.2024 | 1.00% | 101.40 % | 102.40 % | 500'000 | 500'000 | 145'903 | 145'903 | 147'827 CHF | 149'291 CHF | 99.67% | 99.67% |
18.11.2024 | 0.81% | 101.50 % | 102.30 % | 500'000 | 500'000 | 146'786 | 146'786 | 148'943 CHF | 150'124 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.20 % | 103.00 % | 500'000 | 500'000 | 148'003 | 148'003 | 151'421 CHF | 152'609 CHF | 99.19% | 99.19% |
14.11.2024 | 1.00% | 102.40 % | 103.40 % | 500'000 | 500'000 | 124'228 | 124'228 | 127'191 CHF | 128'442 CHF | 94.09% | 94.09% |
13.11.2024 | 0.98% | 102.30 % | 103.30 % | 500'000 | 500'000 | 147'793 | 147'793 | 151'271 CHF | 152'750 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 102.40 % | 103.20 % | 500'000 | 500'000 | 147'284 | 147'284 | 150'870 CHF | 152'052 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 102.00 % | 102.80 % | 500'000 | 500'000 | 147'637 | 147'637 | 150'569 CHF | 151'753 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 101.30 % | 102.30 % | 500'000 | 500'000 | 147'502 | 147'502 | 149'504 CHF | 150'982 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 101.30 % | 102.30 % | 500'000 | 500'000 | 149'763 | 149'763 | 151'635 CHF | 153'133 CHF | 98.27% | 98.27% |