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% | 81.82 % | 82.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'490 CHF | 125'540 CHF | 99.81% | 99.81% |
19.11.2024 | 0.85% | 81.80 % | 82.50 % | 150'000 | 150'000 | 150'000 | 149'994 | 123'279 CHF | 124'324 CHF | 89.36% | 89.36% |
18.11.2024 | 0.81% | 86.64 % | 87.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'522 CHF | 130'572 CHF | 99.67% | 99.67% |
15.11.2024 | 0.80% | 84.86 % | 85.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'214 CHF | 131'264 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 88.80 % | 89.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'222 CHF | 133'272 CHF | 99.47% | 99.47% |
13.11.2024 | 0.80% | 86.77 % | 87.47 % | 150'000 | 150'000 | 150'000 | 149'992 | 130'650 CHF | 131'693 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 87.82 % | 88.52 % | 150'000 | 150'000 | 150'000 | 149'966 | 133'205 CHF | 134'224 CHF | 98.75% | 98.75% |
11.11.2024 | 0.76% | 91.15 % | 91.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'848 CHF | 138'898 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 91.13 % | 91.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'753 CHF | 138'803 CHF | 99.85% | 99.85% |
07.11.2024 | 0.75% | 92.44 % | 93.14 % | 150'000 | 150'000 | 150'000 | 149'992 | 139'308 CHF | 140'351 CHF | 99.52% | 99.52% |