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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.11.2024 | 6.98% | 102.80 % | 103.80 % | 500'000 | 500'000 | 147'236 | 147'236 | 151'363 CHF | 156'055 CHF | 99.82% | 99.82% |
12.11.2024 | 3.79% | 102.70 % | 103.50 % | 500'000 | 500'000 | 145'700 | 145'700 | 149'898 CHF | 152'579 CHF | 99.70% | 99.70% |
11.11.2024 | 0.81% | 102.80 % | 103.60 % | 500'000 | 500'000 | 147'882 | 147'882 | 152'357 CHF | 153'555 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 102.90 % | 103.90 % | 500'000 | 500'000 | 146'352 | 146'352 | 150'943 CHF | 152'430 CHF | 99.66% | 99.66% |
07.11.2024 | 0.99% | 105.00 % | 106.00 % | 500'000 | 500'000 | 146'601 | 146'601 | 153'822 CHF | 155'304 CHF | 98.75% | 98.75% |
06.11.2024 | 1.17% | 104.10 % | 104.90 % | 500'000 | 500'000 | 143'063 | 143'063 | 148'680 CHF | 149'993 CHF | 100.00% | 100.00% |
05.11.2024 | 0.81% | 104.30 % | 105.10 % | 500'000 | 500'000 | 148'294 | 148'294 | 154'524 CHF | 155'731 CHF | 99.89% | 99.89% |
04.11.2024 | 0.99% | 103.90 % | 104.90 % | 500'000 | 500'000 | 148'794 | 148'794 | 154'503 CHF | 156'009 CHF | 99.32% | 99.32% |
01.11.2024 | 0.99% | 103.50 % | 104.50 % | 500'000 | 500'000 | 204'200 | 204'200 | 211'321 CHF | 213'378 CHF | 100.00% | 100.00% |
31.10.2024 | 0.78% | 103.40 % | 104.20 % | 500'000 | 500'000 | 204'387 | 204'387 | 211'533 CHF | 213'176 CHF | 100.00% | 100.00% |