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 | 1.34% | 98.60 % | 99.60 % | 500'000 | 500'000 | 143'669 | 143'669 | 141'925 CHF | 143'528 CHF | 97.95% | 97.95% |
19.11.2024 | 1.13% | 99.30 % | 100.10 % | 500'000 | 500'000 | 147'730 | 147'730 | 146'440 CHF | 147'786 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 99.80 % | 100.60 % | 500'000 | 500'000 | 148'295 | 148'295 | 147'710 CHF | 149'058 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 99.40 % | 100.40 % | 500'000 | 500'000 | 148'188 | 148'188 | 147'356 CHF | 149'000 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 99.70 % | 100.70 % | 500'000 | 500'000 | 148'202 | 148'202 | 147'270 CHF | 148'914 CHF | 100.00% | 100.00% |
13.11.2024 | 1.14% | 98.30 % | 99.10 % | 500'000 | 500'000 | 148'134 | 148'134 | 145'361 CHF | 146'707 CHF | 100.00% | 100.00% |
12.11.2024 | 1.13% | 98.30 % | 99.10 % | 500'000 | 500'000 | 148'263 | 148'263 | 146'338 CHF | 147'687 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 99.30 % | 100.30 % | 500'000 | 500'000 | 148'311 | 148'311 | 147'313 CHF | 148'958 CHF | 100.00% | 100.00% |
08.11.2024 | 1.33% | 99.20 % | 100.20 % | 500'000 | 500'000 | 148'182 | 148'182 | 146'824 CHF | 148'469 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 99.30 % | 100.10 % | 500'000 | 500'000 | 148'863 | 148'863 | 147'909 CHF | 149'261 CHF | 99.24% | 99.24% |