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 | 0.70% | 100.28 % | 100.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'500 CHF | 151'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.38 % | 101.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'526 CHF | 151'576 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.46 % | 101.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'616 CHF | 151'666 CHF | 99.66% | 99.66% |
15.11.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'820 CHF | 151'870 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.57 % | 101.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'857 CHF | 151'907 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'809 CHF | 151'859 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'897 CHF | 151'947 CHF | 98.74% | 98.74% |
11.11.2024 | 0.69% | 100.60 % | 101.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'028 CHF | 152'078 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'922 CHF | 151'972 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 100.59 % | 101.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'887 CHF | 151'937 CHF | 100.00% | 100.00% |