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% | 99.75 % | 100.50 % | 150'000 | 149'000 | 149'845 | 148'611 | 149'678 CHF | 149'560 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 99.59 % | 100.34 % | 150'000 | 149'000 | 149'917 | 148'562 | 149'728 CHF | 149'489 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 100.10 % | 100.85 % | 149'000 | 148'000 | 149'868 | 148'568 | 149'743 CHF | 149'558 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.93 % | 100.68 % | 150'000 | 148'000 | 149'252 | 148'000 | 149'379 CHF | 149'236 CHF | 99.95% | 99.95% |
14.11.2024 | 0.75% | 100.11 % | 100.86 % | 149'000 | 148'000 | 149'337 | 148'174 | 149'475 CHF | 149'427 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 99.21 % | 99.96 % | 151'000 | 150'000 | 150'476 | 149'249 | 149'534 CHF | 149'434 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 99.25 % | 100.00 % | 151'000 | 150'000 | 150'058 | 149'006 | 149'247 CHF | 149'319 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 99.59 % | 100.34 % | 150'000 | 149'000 | 150'000 | 148'921 | 149'596 CHF | 149'636 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 99.58 % | 100.33 % | 150'000 | 149'000 | 149'998 | 148'831 | 149'700 CHF | 149'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 100.22 % | 100.97 % | 149'000 | 148'000 | 149'451 | 148'411 | 149'541 CHF | 149'622 CHF | 100.00% | 100.00% |