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 | 0.69% | 101.69 % | 102.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'562 CHF | 153'612 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.66 % | 102.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'458 CHF | 153'508 CHF | 89.37% | 89.37% |
18.11.2024 | 0.69% | 101.66 % | 102.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'496 CHF | 153'546 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'306 CHF | 153'356 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.49 % | 102.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'258 CHF | 153'308 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.44 % | 102.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'217 CHF | 153'267 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.42 % | 102.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'179 CHF | 153'229 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'305 CHF | 153'355 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'292 CHF | 153'342 CHF | 99.83% | 99.83% |
07.11.2024 | 0.69% | 101.51 % | 102.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'180 CHF | 153'230 CHF | 100.00% | 100.00% |