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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.75% | 99.26 % | 100.01 % | 151'000 | 149'000 | 151'000 | 149'296 | 149'879 CHF | 149'308 CHF | 100.00% | 100.00% |
25.11.2024 | 0.75% | 99.27 % | 100.02 % | 151'000 | 149'000 | 151'000 | 149'000 | 149'898 CHF | 149'030 CHF | 100.00% | 100.00% |
22.11.2024 | 0.75% | 99.26 % | 100.01 % | 151'000 | 149'000 | 151'000 | 149'559 | 149'820 CHF | 149'512 CHF | 100.00% | 100.00% |
20.11.2024 | 0.75% | 99.20 % | 99.95 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'792 CHF | 149'925 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.23 % | 99.98 % | 151'000 | 150'000 | 151'000 | 149'999 | 149'838 CHF | 149'970 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 99.25 % | 100.00 % | 151'000 | 150'000 | 151'000 | 149'987 | 149'868 CHF | 149'987 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.25 % | 100.00 % | 151'000 | 150'000 | 151'000 | 149'333 | 149'887 CHF | 149'352 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 99.26 % | 100.01 % | 151'000 | 149'000 | 151'000 | 149'653 | 149'804 CHF | 149'589 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 99.20 % | 99.95 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'792 CHF | 149'925 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 99.25 % | 100.00 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'868 CHF | 150'000 CHF | 100.00% | 100.00% |