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 | 0.71% | 98.24 % | 98.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'621 CHF | 148'671 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.56 % | 99.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'852 CHF | 148'902 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.78 % | 99.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'209 CHF | 149'259 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 98.66 % | 99.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'131 CHF | 149'181 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'793 CHF | 148'843 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.45 % | 99.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'667 CHF | 148'717 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.37 % | 98.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'421 CHF | 147'471 CHF | 98.75% | 98.75% |
11.11.2024 | 0.71% | 97.81 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'785 CHF | 147'835 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 97.41 % | 98.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'216 CHF | 147'266 CHF | 99.85% | 99.85% |
07.11.2024 | 0.72% | 97.57 % | 98.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'167 CHF | 147'217 CHF | 100.00% | 100.00% |