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 | 1.01% | 98.01 % | 99.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'338 CHF | 148'838 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 98.09 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'800 CHF | 148'300 CHF | 89.38% | 89.38% |
18.11.2024 | 1.01% | 98.34 % | 99.34 % | 150'000 | 150'000 | 150'000 | 149'992 | 147'434 CHF | 148'926 CHF | 99.67% | 99.67% |
15.11.2024 | 1.01% | 98.37 % | 99.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'798 CHF | 149'298 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 98.79 % | 99.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'036 CHF | 149'536 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.52 % | 99.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'798 CHF | 149'298 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.77 % | 99.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'363 CHF | 149'863 CHF | 98.74% | 98.74% |
11.11.2024 | 1.00% | 99.09 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'548 CHF | 150'048 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.67 % | 99.67 % | 150'000 | 150'000 | 150'000 | 149'896 | 148'015 CHF | 149'411 CHF | 99.84% | 99.84% |
07.11.2024 | 1.01% | 98.63 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'708 CHF | 149'208 CHF | 100.00% | 100.00% |