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 | 0.70% | 98.74 % | 99.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'431 CHF | 149'481 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.81 % | 99.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'330 CHF | 149'380 CHF | 89.38% | 89.38% |
18.11.2024 | 0.70% | 99.09 % | 99.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'639 CHF | 149'689 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 98.75 % | 99.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'288 CHF | 149'338 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'627 CHF | 149'677 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.88 % | 99.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'347 CHF | 149'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 98.85 % | 99.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'529 CHF | 149'579 CHF | 98.73% | 98.73% |
11.11.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'801 CHF | 149'851 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'608 CHF | 149'658 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 99.06 % | 99.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'585 CHF | 149'635 CHF | 100.00% | 100.00% |