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% | 99.28 % | 99.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'033 CHF | 150'083 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.19 % | 99.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'711 CHF | 149'761 CHF | 89.37% | 89.37% |
18.11.2024 | 0.70% | 99.25 % | 99.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'835 CHF | 149'885 CHF | 99.66% | 99.66% |
15.11.2024 | 0.70% | 99.07 % | 99.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'912 CHF | 149'962 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'148 CHF | 150'198 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.42 % | 100.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'100 CHF | 150'150 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'167 CHF | 150'217 CHF | 98.74% | 98.74% |
11.11.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'210 CHF | 150'260 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'047 CHF | 150'097 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'653 CHF | 150'703 CHF | 100.00% | 100.00% |