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 | 0.74% | 100.14 % | 100.89 % | 149'000 | 148'000 | 149'000 | 148'000 | 149'488 CHF | 149'595 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 100.08 % | 100.83 % | 149'000 | 148'000 | 149'857 | 148'836 | 149'560 CHF | 149'658 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 100.33 % | 101.08 % | 149'000 | 148'000 | 149'000 | 148'000 | 149'542 CHF | 149'648 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.81 % | 100.56 % | 150'000 | 149'000 | 150'000 | 148'995 | 149'615 CHF | 149'730 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 99.83 % | 100.58 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'527 CHF | 149'648 CHF | 99.99% | 99.99% |
13.11.2024 | 0.75% | 99.56 % | 100.31 % | 150'000 | 149'000 | 149'856 | 148'632 | 149'614 CHF | 149'506 CHF | 99.97% | 99.97% |
12.11.2024 | 0.75% | 99.70 % | 100.45 % | 150'000 | 149'000 | 149'116 | 148'054 | 149'435 CHF | 149'481 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 100.82 % | 101.57 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'549 CHF | 149'663 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 101.02 % | 101.79 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'514 CHF | 149'636 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 101.09 % | 101.86 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'291 CHF | 149'391 CHF | 100.00% | 100.00% |