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 | 0.83% | 81.19 % | 81.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'327 CHF | 126'377 CHF | 99.43% | 99.43% |
19.11.2024 | 0.82% | 83.68 % | 84.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'788 CHF | 127'838 CHF | 3.38% | 3.38% |
18.11.2024 | 0.81% | 85.93 % | 86.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'497 CHF | 130'547 CHF | 99.68% | 99.68% |
15.11.2024 | 0.79% | 87.14 % | 87.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'660 CHF | 132'710 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 87.80 % | 88.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'776 CHF | 130'826 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 84.88 % | 85.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'609 CHF | 129'659 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 84.66 % | 85.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'978 CHF | 130'028 CHF | 94.27% | 94.27% |
11.11.2024 | 0.79% | 88.77 % | 89.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'320 CHF | 133'370 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 86.63 % | 87.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'190 CHF | 131'240 CHF | 99.51% | 99.51% |
07.11.2024 | 0.79% | 89.47 % | 90.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'200 CHF | 134'250 CHF | 64.51% | 64.51% |