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 | 0.84% | 82.38 % | 83.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'985 CHF | 125'035 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 82.51 % | 83.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'019 CHF | 125'069 CHF | 89.40% | 89.40% |
18.11.2024 | 0.83% | 84.49 % | 85.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'495 CHF | 127'545 CHF | 99.65% | 99.65% |
15.11.2024 | 0.83% | 83.65 % | 84.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'332 CHF | 127'382 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 84.97 % | 85.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'793 CHF | 127'843 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 83.70 % | 84.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'670 CHF | 126'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 83.93 % | 84.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'399 CHF | 127'449 CHF | 98.71% | 98.71% |
11.11.2024 | 0.81% | 85.22 % | 85.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'363 CHF | 129'413 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 85.24 % | 85.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'195 CHF | 129'245 CHF | 99.84% | 99.84% |
07.11.2024 | 0.81% | 85.81 % | 86.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'124 CHF | 130'174 CHF | 100.00% | 100.00% |