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 | 0.78% | 89.02 % | 89.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'528 CHF | 135'578 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 89.16 % | 89.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'325 CHF | 135'375 CHF | 89.36% | 89.36% |
18.11.2024 | 0.76% | 92.51 % | 93.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'305 CHF | 139'355 CHF | 99.66% | 99.66% |
15.11.2024 | 0.76% | 90.90 % | 91.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'812 CHF | 138'862 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.05 % | 93.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'055 CHF | 140'105 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 91.50 % | 92.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'469 CHF | 138'519 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 91.91 % | 92.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'729 CHF | 139'779 CHF | 98.75% | 98.75% |
11.11.2024 | 0.74% | 93.85 % | 94.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'372 CHF | 142'422 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 93.77 % | 94.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'121 CHF | 142'171 CHF | 99.85% | 99.85% |
07.11.2024 | 0.74% | 94.46 % | 95.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'998 CHF | 143'048 CHF | 100.00% | 100.00% |