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 | 1.65% | 98.50 % | 99.00 % | 500'000 | 500'000 | 145'804 | 145'804 | 143'613 CHF | 144'899 CHF | 99.01% | 99.01% |
19.11.2024 | 1.67% | 98.10 % | 98.60 % | 500'000 | 500'000 | 145'042 | 145'042 | 141'253 CHF | 142'535 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 97.50 % | 98.00 % | 500'000 | 500'000 | 145'071 | 145'071 | 140'900 CHF | 142'182 CHF | 99.77% | 99.77% |
15.11.2024 | 1.65% | 98.50 % | 99.00 % | 500'000 | 500'000 | 145'044 | 145'044 | 142'774 CHF | 144'056 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 98.30 % | 98.80 % | 500'000 | 500'000 | 145'883 | 145'883 | 143'235 CHF | 144'519 CHF | 99.10% | 99.10% |
13.11.2024 | 1.65% | 99.20 % | 99.70 % | 500'000 | 500'000 | 145'541 | 145'541 | 144'397 CHF | 145'682 CHF | 99.69% | 99.69% |