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 | 1.81% | 95.30 % | 96.30 % | 500'000 | 500'000 | 143'232 | 143'232 | 136'474 CHF | 138'279 CHF | 98.59% | 98.59% |
19.11.2024 | 1.80% | 95.70 % | 96.70 % | 500'000 | 500'000 | 148'183 | 148'183 | 141'428 CHF | 143'276 CHF | 100.00% | 100.00% |
18.11.2024 | 1.58% | 96.40 % | 97.20 % | 500'000 | 500'000 | 148'287 | 148'287 | 142'685 CHF | 144'239 CHF | 100.00% | 100.00% |
15.11.2024 | 1.58% | 96.20 % | 97.00 % | 500'000 | 500'000 | 148'239 | 148'239 | 142'771 CHF | 144'324 CHF | 100.00% | 100.00% |
14.11.2024 | 1.78% | 96.70 % | 97.70 % | 500'000 | 500'000 | 148'272 | 148'272 | 143'052 CHF | 144'902 CHF | 100.00% | 100.00% |
13.11.2024 | 1.79% | 95.90 % | 96.90 % | 500'000 | 500'000 | 148'211 | 148'211 | 142'128 CHF | 143'977 CHF | 100.00% | 100.00% |
12.11.2024 | 1.57% | 96.50 % | 97.30 % | 500'000 | 500'000 | 148'296 | 148'296 | 143'401 CHF | 144'955 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 97.40 % | 98.20 % | 500'000 | 500'000 | 148'309 | 148'309 | 144'439 CHF | 145'993 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 96.90 % | 97.90 % | 500'000 | 500'000 | 148'182 | 148'182 | 143'613 CHF | 145'462 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 97.50 % | 98.50 % | 500'000 | 500'000 | 148'196 | 148'196 | 144'713 CHF | 146'562 CHF | 100.00% | 100.00% |