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% | 98.58 % | 99.33 % | 152'000 | 151'000 | 151'710 | 150'634 | 149'550 CHF | 149'619 CHF | 99.98% | 99.98% |
19.11.2024 | 0.76% | 98.58 % | 99.33 % | 152'000 | 151'000 | 151'750 | 150'446 | 149'670 CHF | 149'512 CHF | 99.98% | 99.98% |
18.11.2024 | 0.76% | 98.93 % | 99.68 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'313 CHF | 149'449 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 98.79 % | 99.54 % | 151'000 | 150'000 | 151'079 | 150'027 | 149'265 CHF | 149'350 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 99.13 % | 99.88 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'507 CHF | 149'642 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 98.91 % | 99.66 % | 151'000 | 150'000 | 151'025 | 150'000 | 149'329 CHF | 149'440 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 98.81 % | 99.56 % | 151'000 | 150'000 | 151'003 | 150'000 | 149'296 CHF | 149'429 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 99.04 % | 99.79 % | 151'000 | 150'000 | 151'000 | 149'990 | 149'645 CHF | 149'769 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 98.91 % | 99.66 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'424 CHF | 149'560 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 99.05 % | 99.80 % | 151'000 | 150'000 | 151'000 | 149'994 | 149'691 CHF | 149'819 CHF | 100.00% | 100.00% |