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 | 0.74% | 93.56 % | 94.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'954 CHF | 142'004 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 94.51 % | 95.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'244 CHF | 142'294 CHF | 89.36% | 89.36% |
18.11.2024 | 0.74% | 94.56 % | 95.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'388 CHF | 142'438 CHF | 99.67% | 99.67% |
15.11.2024 | 0.74% | 93.69 % | 94.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'538 CHF | 141'588 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 94.79 % | 95.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'562 CHF | 141'612 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 91.94 % | 92.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'943 CHF | 137'993 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 90.95 % | 91.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'841 CHF | 138'891 CHF | 98.73% | 98.73% |
11.11.2024 | 0.75% | 92.67 % | 93.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'971 CHF | 141'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 93.14 % | 93.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'666 CHF | 141'716 CHF | 99.83% | 99.83% |
07.11.2024 | 0.74% | 94.06 % | 94.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'985 CHF | 143'035 CHF | 100.00% | 100.00% |