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 | 1.02% | 97.00 % | 98.00 % | 500'000 | 500'000 | 143'680 | 143'680 | 139'548 CHF | 140'985 CHF | 97.95% | 97.95% |
19.11.2024 | 1.02% | 96.90 % | 97.90 % | 500'000 | 500'000 | 148'071 | 148'071 | 143'611 CHF | 145'092 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 147'902 | 147'902 | 144'925 CHF | 146'110 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 148'084 | 148'084 | 145'380 CHF | 146'565 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 148'218 | 148'218 | 147'352 CHF | 148'834 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 148'193 | 148'193 | 146'619 CHF | 148'100 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 148'302 | 148'302 | 147'290 CHF | 148'476 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 148'233 | 148'233 | 148'032 CHF | 149'218 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 148'199 | 148'199 | 146'538 CHF | 148'020 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 148'980 | 148'980 | 148'297 CHF | 149'787 CHF | 99.24% | 99.24% |