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 | 1.02% | 67.50 % | 68.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 101'955 CHF | 103'005 CHF | 99.99% | 99.99% |
19.11.2024 | 1.03% | 68.20 % | 68.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 101'710 CHF | 102'760 CHF | 89.34% | 89.34% |
18.11.2024 | 1.01% | 68.96 % | 69.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 103'060 CHF | 104'110 CHF | 99.66% | 99.66% |
15.11.2024 | 1.00% | 68.71 % | 69.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 104'150 CHF | 105'200 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 69.96 % | 70.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 104'566 CHF | 105'616 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 68.17 % | 68.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 103'830 CHF | 104'880 CHF | 96.01% | 96.01% |
12.11.2024 | 0.99% | 69.93 % | 70.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 105'594 CHF | 106'644 CHF | 98.04% | 98.04% |
11.11.2024 | 0.97% | 71.21 % | 71.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'266 CHF | 108'316 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 70.83 % | 71.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'243 CHF | 108'293 CHF | 99.84% | 99.84% |
07.11.2024 | 0.99% | 71.12 % | 71.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 105'874 CHF | 106'924 CHF | 100.00% | 100.00% |