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 | 0.77% | 89.74 % | 90.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'406 CHF | 136'456 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 89.97 % | 90.67 % | 150'000 | 150'000 | 150'000 | 149'996 | 135'066 CHF | 136'112 CHF | 89.38% | 89.38% |
18.11.2024 | 0.76% | 91.03 % | 91.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'187 CHF | 138'237 CHF | 99.67% | 99.67% |
15.11.2024 | 0.76% | 91.41 % | 92.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'421 CHF | 139'471 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.09 % | 93.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'449 CHF | 140'499 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 92.50 % | 93.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'000 CHF | 140'050 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 92.68 % | 93.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'499 CHF | 140'549 CHF | 98.74% | 98.74% |
11.11.2024 | 0.74% | 93.74 % | 94.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'849 CHF | 141'899 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 93.65 % | 94.35 % | 150'000 | 150'000 | 150'000 | 149'972 | 140'901 CHF | 141'925 CHF | 99.85% | 99.85% |
07.11.2024 | 0.74% | 94.22 % | 94.92 % | 150'000 | 150'000 | 150'000 | 149'993 | 141'524 CHF | 142'567 CHF | 100.00% | 100.00% |