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 | 0.74% | 94.00 % | 94.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'785 CHF | 142'835 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 94.16 % | 94.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'614 CHF | 141'664 CHF | 89.38% | 89.38% |
18.11.2024 | 0.75% | 93.39 % | 94.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'787 CHF | 140'837 CHF | 99.66% | 99.66% |
15.11.2024 | 0.75% | 93.14 % | 93.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'296 CHF | 141'346 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.36 % | 94.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'188 CHF | 140'238 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 91.69 % | 92.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'410 CHF | 138'460 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 92.91 % | 93.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'212 CHF | 142'262 CHF | 98.74% | 98.74% |
11.11.2024 | 0.72% | 95.61 % | 96.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'384 CHF | 145'434 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 95.73 % | 96.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'701 CHF | 144'751 CHF | 99.84% | 99.84% |
07.11.2024 | 0.73% | 95.85 % | 96.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'836 CHF | 144'886 CHF | 100.00% | 100.00% |