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 | 1.03% | 101.60 % | 102.60 % | 500'000 | 500'000 | 141'959 | 141'959 | 144'712 CHF | 146'135 CHF | 97.94% | 97.94% |
19.11.2024 | 0.80% | 102.40 % | 103.20 % | 500'000 | 500'000 | 147'045 | 147'045 | 150'554 CHF | 151'735 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 101.50 % | 102.30 % | 500'000 | 500'000 | 146'009 | 146'009 | 147'710 CHF | 148'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 102.10 % | 103.10 % | 500'000 | 500'000 | 148'481 | 148'481 | 151'951 CHF | 153'438 CHF | 99.19% | 99.19% |
14.11.2024 | 0.97% | 103.40 % | 104.40 % | 500'000 | 500'000 | 147'491 | 147'491 | 152'374 CHF | 153'851 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 102.20 % | 103.00 % | 500'000 | 500'000 | 147'414 | 147'414 | 150'862 CHF | 152'044 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 102.80 % | 103.60 % | 500'000 | 500'000 | 145'628 | 145'628 | 149'823 CHF | 150'998 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 102.50 % | 103.50 % | 500'000 | 500'000 | 147'579 | 147'579 | 151'247 CHF | 152'726 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 101.70 % | 102.70 % | 500'000 | 500'000 | 146'708 | 146'708 | 149'388 CHF | 150'861 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 102.50 % | 103.30 % | 500'000 | 500'000 | 148'327 | 148'327 | 151'959 CHF | 153'149 CHF | 99.24% | 99.24% |