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% | 98.69 % | 99.44 % | 151'000 | 150'000 | 151'202 | 150'011 | 149'429 CHF | 149'377 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 98.93 % | 99.68 % | 151'000 | 150'000 | 151'063 | 150'035 | 149'310 CHF | 149'419 CHF | 99.99% | 99.99% |
18.11.2024 | 0.76% | 98.79 % | 99.54 % | 151'000 | 150'000 | 151'526 | 150'000 | 149'538 CHF | 149'158 CHF | 99.99% | 99.99% |
15.11.2024 | 0.76% | 99.00 % | 99.75 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'403 CHF | 149'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 99.01 % | 99.76 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'366 CHF | 149'502 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 98.74 % | 99.49 % | 151'000 | 150'000 | 151'594 | 150'465 | 149'504 CHF | 149'519 CHF | 99.99% | 99.99% |
12.11.2024 | 0.76% | 98.69 % | 99.44 % | 151'000 | 150'000 | 151'001 | 150'000 | 149'418 CHF | 149'553 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 99.12 % | 99.87 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'671 CHF | 149'805 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 98.79 % | 99.54 % | 151'000 | 150'000 | 151'062 | 150'000 | 149'231 CHF | 149'308 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 98.93 % | 99.68 % | 151'000 | 150'000 | 151'070 | 150'070 | 149'330 CHF | 149'467 CHF | 100.00% | 100.00% |