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 | 0.47% | 105.56 % | 106.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'605 CHF | 159'355 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.49 % | 105.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'251 CHF | 159'001 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 105.61 % | 106.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'340 CHF | 159'090 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 105.62 % | 106.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'627 CHF | 159'377 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.77 % | 106.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'364 CHF | 159'114 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.34 % | 105.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 157'880 CHF | 158'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.03 % | 105.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'294 CHF | 159'044 CHF | 98.74% | 98.74% |
11.11.2024 | 0.47% | 105.89 % | 106.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'958 CHF | 159'708 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.64 % | 106.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'881 CHF | 159'631 CHF | 99.82% | 99.82% |
07.11.2024 | 0.47% | 106.12 % | 106.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 159'247 CHF | 159'997 CHF | 100.00% | 100.00% |