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% | 101.56 % | 102.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'340 CHF | 153'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'325 CHF | 153'375 CHF | 89.37% | 89.37% |
18.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'325 CHF | 153'375 CHF | 99.67% | 99.67% |
15.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'325 CHF | 153'375 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'325 CHF | 153'375 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.54 % | 102.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'310 CHF | 153'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.53 % | 102.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'304 CHF | 153'354 CHF | 98.72% | 98.72% |
11.11.2024 | 0.69% | 101.53 % | 102.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'295 CHF | 153'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.52 % | 102.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'291 CHF | 153'341 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.52 % | 102.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'277 CHF | 153'327 CHF | 100.00% | 100.00% |