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% | 93.09 % | 93.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'060 CHF | 141'110 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 93.78 % | 94.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'317 CHF | 141'367 CHF | 89.38% | 89.38% |
18.11.2024 | 0.75% | 93.84 % | 94.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'355 CHF | 141'405 CHF | 99.68% | 99.68% |
15.11.2024 | 0.75% | 93.05 % | 93.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'672 CHF | 140'722 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 94.07 % | 94.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'674 CHF | 140'724 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 91.60 % | 92.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'639 CHF | 137'689 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 90.84 % | 91.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'390 CHF | 138'440 CHF | 98.74% | 98.74% |
11.11.2024 | 0.75% | 92.33 % | 93.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'357 CHF | 140'407 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 92.77 % | 93.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'853 CHF | 140'903 CHF | 99.84% | 99.84% |
07.11.2024 | 0.74% | 93.47 % | 94.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'904 CHF | 141'954 CHF | 100.00% | 100.00% |