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 | 0.74% | 93.35 % | 94.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'807 CHF | 141'857 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 93.56 % | 94.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'960 CHF | 141'010 CHF | 89.38% | 89.38% |
18.11.2024 | 0.75% | 93.67 % | 94.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'189 CHF | 141'239 CHF | 99.66% | 99.66% |
15.11.2024 | 0.74% | 93.58 % | 94.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'940 CHF | 141'990 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 94.79 % | 95.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'303 CHF | 142'353 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 93.18 % | 93.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'554 CHF | 140'604 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 93.41 % | 94.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'827 CHF | 141'877 CHF | 98.71% | 98.71% |
11.11.2024 | 0.73% | 95.06 % | 95.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'839 CHF | 143'889 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 94.66 % | 95.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'397 CHF | 143'447 CHF | 99.82% | 99.82% |
07.11.2024 | 0.73% | 95.82 % | 96.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'216 CHF | 145'266 CHF | 100.00% | 100.00% |