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 | 0.71% | 98.34 % | 99.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'681 CHF | 148'731 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.20 % | 98.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'176 CHF | 148'226 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.33 % | 99.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'492 CHF | 148'542 CHF | 99.66% | 99.66% |
15.11.2024 | 0.71% | 98.17 % | 98.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'865 CHF | 148'915 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 98.98 % | 99.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'423 CHF | 149'473 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 100.38 % | 101.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'519 CHF | 151'569 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.47 % | 101.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'856 CHF | 151'906 CHF | 98.74% | 98.74% |
11.11.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'862 CHF | 151'912 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.41 % | 101.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'620 CHF | 151'670 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 100.45 % | 101.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'544 CHF | 151'594 CHF | 100.00% | 100.00% |