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 | 0.71% | 98.07 % | 98.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'643 CHF | 148'693 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.68 % | 99.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'569 CHF | 148'619 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.57 % | 99.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'465 CHF | 148'515 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'617 CHF | 147'667 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.62 % | 99.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'718 CHF | 147'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 96.38 % | 97.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'700 CHF | 144'750 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 95.50 % | 96.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'515 CHF | 145'565 CHF | 98.75% | 98.75% |
11.11.2024 | 0.72% | 96.89 % | 97.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'116 CHF | 147'166 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 97.21 % | 97.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'652 CHF | 147'702 CHF | 99.85% | 99.85% |
07.11.2024 | 0.71% | 97.94 % | 98.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'625 CHF | 148'675 CHF | 100.00% | 100.00% |