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 | 0.69% | 100.78 % | 101.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'410 CHF | 152'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 100.67 % | 101.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'915 CHF | 151'965 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.90 % | 101.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'482 CHF | 152'532 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.95 % | 101.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'457 CHF | 152'507 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.99 % | 101.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'412 CHF | 152'462 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'306 CHF | 152'356 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.91 % | 101.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'606 CHF | 152'656 CHF | 98.74% | 98.74% |
11.11.2024 | 0.69% | 101.14 % | 101.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'749 CHF | 152'799 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.00 % | 101.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'483 CHF | 152'533 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.11 % | 101.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'622 CHF | 152'672 CHF | 100.00% | 100.00% |