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 | 0.70% | 98.52 % | 99.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'587 CHF | 149'637 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.90 % | 99.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'467 CHF | 148'517 CHF | 89.38% | 89.38% |
18.11.2024 | 0.70% | 99.07 % | 99.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'565 CHF | 149'615 CHF | 99.68% | 99.68% |
15.11.2024 | 0.70% | 99.27 % | 99.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'643 CHF | 149'693 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'333 CHF | 148'383 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'017 CHF | 149'067 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'887 CHF | 149'937 CHF | 98.74% | 98.74% |
11.11.2024 | 0.69% | 101.67 % | 102.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'935 CHF | 152'985 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.85 % | 101.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'598 CHF | 152'648 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 100.48 % | 101.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'629 CHF | 151'679 CHF | 100.00% | 100.00% |