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 | 5.36% | 17.99 % | 18.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'213 CHF | 28'713 CHF | 100.00% | 100.00% |
19.11.2024 | 5.45% | 17.94 % | 18.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 26'781 CHF | 28'281 CHF | 89.38% | 89.38% |
18.11.2024 | 5.40% | 18.07 % | 19.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'009 CHF | 28'509 CHF | 99.68% | 99.68% |
15.11.2024 | 5.42% | 17.93 % | 18.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 26'930 CHF | 28'430 CHF | 100.00% | 100.00% |
14.11.2024 | 5.40% | 18.11 % | 19.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'025 CHF | 28'525 CHF | 100.00% | 100.00% |
13.11.2024 | 5.42% | 17.93 % | 18.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 26'912 CHF | 28'412 CHF | 100.00% | 100.00% |
12.11.2024 | 5.35% | 18.04 % | 19.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'291 CHF | 28'791 CHF | 98.75% | 98.75% |
11.11.2024 | 5.33% | 18.36 % | 19.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'408 CHF | 28'908 CHF | 100.00% | 100.00% |
08.11.2024 | 5.38% | 18.07 % | 19.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'152 CHF | 28'652 CHF | 99.84% | 99.84% |
07.11.2024 | 5.27% | 18.44 % | 19.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 27'728 CHF | 29'228 CHF | 100.00% | 100.00% |