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 | 0.75% | 99.85 % | 100.60 % | 150'000 | 149'000 | 149'256 | 148'097 | 149'401 CHF | 149'352 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 100.40 % | 101.15 % | 149'000 | 148'000 | 149'507 | 148'245 | 149'524 CHF | 149'374 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 100.28 % | 101.03 % | 149'000 | 148'000 | 149'249 | 148'227 | 149'554 CHF | 149'643 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 100.09 % | 100.84 % | 149'000 | 148'000 | 149'758 | 148'506 | 149'599 CHF | 149'462 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 100.14 % | 100.89 % | 149'000 | 148'000 | 149'248 | 148'096 | 149'301 CHF | 149'260 CHF | 99.99% | 99.99% |
13.11.2024 | 0.75% | 100.01 % | 100.76 % | 149'000 | 148'000 | 149'793 | 148'417 | 149'724 CHF | 149'462 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 99.92 % | 100.67 % | 150'000 | 149'000 | 149'041 | 148'005 | 149'389 CHF | 149'460 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 100.51 % | 101.26 % | 149'000 | 148'000 | 149'000 | 148'000 | 149'692 CHF | 149'797 CHF | 99.98% | 99.98% |
08.11.2024 | 0.75% | 100.12 % | 100.87 % | 149'000 | 148'000 | 149'168 | 148'000 | 149'526 CHF | 149'466 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 100.34 % | 101.09 % | 149'000 | 148'000 | 149'001 | 148'000 | 149'489 CHF | 149'594 CHF | 100.00% | 100.00% |