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 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'091 CHF | 151'141 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.65 % | 100.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'361 CHF | 150'411 CHF | 89.36% | 89.36% |
18.11.2024 | 0.70% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'934 CHF | 150'984 CHF | 99.68% | 99.68% |
15.11.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'988 CHF | 151'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 100.09 % | 100.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'962 CHF | 151'012 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'782 CHF | 150'832 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'366 CHF | 151'416 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'534 CHF | 151'584 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.04 % | 100.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'167 CHF | 151'217 CHF | 99.83% | 99.83% |
07.11.2024 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'462 CHF | 151'512 CHF | 100.00% | 100.00% |