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 | 0.84% | 82.47 % | 83.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'827 CHF | 124'877 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 82.07 % | 82.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'927 CHF | 123'977 CHF | 89.40% | 89.40% |
18.11.2024 | 0.85% | 82.31 % | 83.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'105 CHF | 124'155 CHF | 99.65% | 99.65% |
15.11.2024 | 0.84% | 81.95 % | 82.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'018 CHF | 125'068 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 85.97 % | 86.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'035 CHF | 130'085 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 86.32 % | 87.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'776 CHF | 130'826 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 86.66 % | 87.36 % | 150'000 | 150'000 | 149'978 | 150'000 | 130'269 CHF | 131'338 CHF | 98.71% | 98.71% |
11.11.2024 | 0.80% | 87.56 % | 88.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'541 CHF | 132'591 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 87.29 % | 87.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'318 CHF | 132'368 CHF | 99.84% | 99.84% |
07.11.2024 | 0.79% | 87.74 % | 88.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'252 CHF | 133'302 CHF | 100.00% | 100.00% |