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 | 0.69% | 101.74 % | 102.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'691 CHF | 153'741 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.64 % | 102.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'429 CHF | 153'479 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 101.70 % | 102.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'478 CHF | 153'528 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 101.65 % | 102.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'524 CHF | 153'574 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.76 % | 102.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'607 CHF | 153'657 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.83 % | 102.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'583 CHF | 153'633 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'608 CHF | 153'658 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.77 % | 102.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'685 CHF | 153'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.68 % | 102.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'504 CHF | 153'554 CHF | 99.85% | 99.85% |
07.11.2024 | 0.69% | 101.68 % | 102.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'536 CHF | 153'586 CHF | 100.00% | 100.00% |