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 | 0.76% | 98.53 % | 99.28 % | 152'000 | 151'000 | 151'058 | 150'058 | 149'341 CHF | 149'478 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 98.74 % | 99.49 % | 151'000 | 150'000 | 137'641 | 150'000 | 136'107 CHF | 149'470 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 99.04 % | 99.79 % | 151'000 | 150'000 | 147'943 | 149'477 | 146'697 CHF | 149'338 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 99.02 % | 99.77 % | 151'000 | 150'000 | 151'050 | 150'000 | 149'405 CHF | 149'492 CHF | 99.99% | 99.99% |
14.11.2024 | 0.76% | 99.02 % | 99.77 % | 151'000 | 150'000 | 151'037 | 150'000 | 149'403 CHF | 149'502 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 98.79 % | 99.54 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'266 CHF | 149'403 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 98.80 % | 99.55 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'376 CHF | 149'512 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 98.98 % | 99.73 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'557 CHF | 149'691 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 98.67 % | 99.42 % | 152'000 | 150'000 | 151'773 | 150'508 | 149'673 CHF | 149'552 CHF | 99.98% | 99.98% |
07.11.2024 | 0.76% | 98.90 % | 99.65 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'342 CHF | 149'478 CHF | 100.00% | 100.00% |