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 | 1.08% | 63.99 % | 64.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 96'295 CHF | 97'345 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 64.07 % | 64.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 96'285 CHF | 97'335 CHF | 89.38% | 89.38% |
18.11.2024 | 1.06% | 65.55 % | 66.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 98'097 CHF | 99'147 CHF | 99.67% | 99.67% |
15.11.2024 | 1.07% | 64.89 % | 65.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'915 CHF | 98'965 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 65.80 % | 66.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 98'210 CHF | 99'260 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 64.86 % | 65.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'372 CHF | 98'422 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 65.01 % | 65.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'942 CHF | 98'992 CHF | 98.75% | 98.75% |
11.11.2024 | 1.05% | 66.02 % | 66.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'411 CHF | 100'461 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 66.03 % | 66.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'246 CHF | 100'296 CHF | 99.84% | 99.84% |
07.11.2024 | 1.05% | 66.40 % | 67.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'875 CHF | 100'925 CHF | 100.00% | 100.00% |