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 | 0.68% | 103.28 % | 103.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'972 CHF | 156'022 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 103.23 % | 103.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'561 CHF | 155'611 CHF | 89.38% | 89.38% |
18.11.2024 | 0.68% | 103.10 % | 103.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'703 CHF | 155'753 CHF | 99.66% | 99.66% |
15.11.2024 | 0.68% | 102.99 % | 103.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'525 CHF | 155'575 CHF | 99.94% | 99.94% |
14.11.2024 | 0.68% | 102.81 % | 103.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'046 CHF | 155'096 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.63 % | 103.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'062 CHF | 155'112 CHF | 99.97% | 99.97% |
12.11.2024 | 0.68% | 102.54 % | 103.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'948 CHF | 154'998 CHF | 98.75% | 98.75% |
11.11.2024 | 0.68% | 102.62 % | 103.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'830 CHF | 154'880 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 102.27 % | 102.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'340 CHF | 154'390 CHF | 99.85% | 99.85% |
07.11.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'062 CHF | 154'112 CHF | 100.00% | 100.00% |