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 | 0.69% | 101.66 % | 102.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'517 CHF | 153'567 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.41 % | 102.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'073 CHF | 153'123 CHF | 89.40% | 89.40% |
18.11.2024 | 0.69% | 101.53 % | 102.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'434 CHF | 153'484 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 101.57 % | 102.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'438 CHF | 153'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'384 CHF | 153'434 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'314 CHF | 153'364 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.56 % | 102.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'405 CHF | 153'455 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.65 % | 102.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'478 CHF | 153'528 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.62 % | 102.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'384 CHF | 153'434 CHF | 99.85% | 99.85% |
07.11.2024 | 0.69% | 101.62 % | 102.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'422 CHF | 153'472 CHF | 100.00% | 100.00% |