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 | 0.82% | 85.23 % | 85.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'297 CHF | 128'347 CHF | 90.38% | 90.38% |
19.11.2024 | 0.83% | 84.68 % | 85.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'341 CHF | 127'391 CHF | 89.37% | 89.37% |
18.11.2024 | 0.85% | 84.07 % | 84.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'581 CHF | 124'631 CHF | 92.05% | 92.05% |
15.11.2024 | 0.81% | 84.17 % | 84.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'444 CHF | 130'494 CHF | 84.99% | 84.99% |
14.11.2024 | 0.81% | 85.96 % | 86.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'386 CHF | 129'436 CHF | 93.02% | 93.02% |
13.11.2024 | 0.81% | 86.04 % | 86.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'102 CHF | 130'152 CHF | 92.03% | 92.03% |
12.11.2024 | 0.80% | 85.52 % | 86.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'883 CHF | 131'933 CHF | 96.78% | 96.78% |
11.11.2024 | 0.81% | 86.85 % | 87.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'157 CHF | 130'207 CHF | 67.14% | 67.14% |
08.11.2024 | 0.78% | 87.92 % | 88.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'166 CHF | 135'216 CHF | 94.20% | 94.20% |
07.11.2024 | 0.76% | 90.26 % | 90.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'367 CHF | 138'417 CHF | 95.88% | 95.88% |