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% | 94.64 % | 95.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'058 CHF | 143'108 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 94.91 % | 95.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'238 CHF | 143'288 CHF | 89.38% | 89.38% |
18.11.2024 | 0.73% | 95.54 % | 96.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'530 CHF | 144'580 CHF | 99.66% | 99.66% |
15.11.2024 | 0.73% | 95.82 % | 96.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'374 CHF | 144'424 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 95.13 % | 95.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'880 CHF | 142'930 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 93.84 % | 94.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'382 CHF | 141'432 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 93.27 % | 93.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'704 CHF | 141'754 CHF | 98.74% | 98.74% |
11.11.2024 | 0.73% | 95.24 % | 95.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'869 CHF | 143'919 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 94.81 % | 95.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'318 CHF | 144'368 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 97.33 % | 98.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'895 CHF | 146'945 CHF | 100.00% | 100.00% |