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% | 101.40 % | 102.40 % | 500'000 | 500'000 | 143'231 | 143'231 | 145'310 CHF | 146'743 CHF | 97.95% | 97.95% |
19.11.2024 | 1.01% | 101.10 % | 102.10 % | 500'000 | 500'000 | 146'989 | 146'989 | 148'471 CHF | 149'946 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 100.80 % | 101.60 % | 500'000 | 500'000 | 145'356 | 145'356 | 146'353 CHF | 147'522 CHF | 99.06% | 99.06% |
15.11.2024 | 0.80% | 101.10 % | 101.90 % | 500'000 | 500'000 | 147'035 | 147'035 | 148'843 CHF | 150'023 CHF | 98.91% | 98.91% |
14.11.2024 | 0.99% | 101.40 % | 102.40 % | 500'000 | 500'000 | 147'618 | 147'618 | 149'646 CHF | 151'125 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 101.20 % | 102.20 % | 500'000 | 500'000 | 147'793 | 147'793 | 149'622 CHF | 151'102 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.50 % | 102.30 % | 500'000 | 500'000 | 147'284 | 147'284 | 149'372 CHF | 150'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.30 % | 102.10 % | 500'000 | 500'000 | 147'638 | 147'638 | 149'617 CHF | 150'801 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 101.20 % | 102.20 % | 500'000 | 500'000 | 147'502 | 147'502 | 149'340 CHF | 150'818 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 149'786 | 149'786 | 151'343 CHF | 152'841 CHF | 98.27% | 98.27% |