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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.68% | 102.36 % | 103.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'538 CHF | 154'588 CHF | 100.00% | 100.00% |
20.11.2024 | 0.68% | 102.29 % | 102.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'438 CHF | 154'488 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'128 CHF | 154'178 CHF | 89.37% | 89.37% |
18.11.2024 | 0.68% | 102.21 % | 102.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'305 CHF | 154'355 CHF | 99.68% | 99.68% |
15.11.2024 | 0.68% | 102.10 % | 102.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'210 CHF | 154'260 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.18 % | 102.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'174 CHF | 154'224 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.01 % | 102.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'902 CHF | 153'952 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'205 CHF | 154'255 CHF | 98.73% | 98.73% |
11.11.2024 | 0.68% | 102.14 % | 102.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'181 CHF | 154'231 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 101.97 % | 102.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'966 CHF | 154'016 CHF | 99.83% | 99.83% |