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 | 0.76% | 91.24 % | 91.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'313 CHF | 138'363 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 91.61 % | 92.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'844 CHF | 137'894 CHF | 89.38% | 89.38% |
18.11.2024 | 0.75% | 92.62 % | 93.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'746 CHF | 139'796 CHF | 98.45% | 98.45% |
15.11.2024 | 0.75% | 92.45 % | 93.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'075 CHF | 140'125 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 92.27 % | 92.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'156 CHF | 139'206 CHF | 91.25% | 91.25% |
13.11.2024 | 0.74% | 93.48 % | 94.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'090 CHF | 142'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 94.49 % | 95.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'819 CHF | 143'869 CHF | 94.22% | 94.22% |
11.11.2024 | 0.72% | 97.09 % | 97.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'980 CHF | 147'030 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 96.64 % | 97.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'256 CHF | 146'306 CHF | 99.85% | 99.85% |
07.11.2024 | 0.72% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'307 CHF | 146'357 CHF | 13.24% | 13.24% |