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 | 0.56% | 89.25 % | 89.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'969 CHF | 134'719 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 88.63 % | 89.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'467 CHF | 133'217 CHF | 89.37% | 89.37% |
18.11.2024 | 0.56% | 88.93 % | 89.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'781 CHF | 133'531 CHF | 99.67% | 99.67% |
15.11.2024 | 0.56% | 88.35 % | 88.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'735 CHF | 134'485 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 90.00 % | 90.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'940 CHF | 135'690 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 89.91 % | 90.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'286 CHF | 136'036 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 90.39 % | 90.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'002 CHF | 136'752 CHF | 98.74% | 98.74% |
11.11.2024 | 0.54% | 91.68 % | 92.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'611 CHF | 138'361 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 91.22 % | 91.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'341 CHF | 138'091 CHF | 99.83% | 99.83% |
07.11.2024 | 0.54% | 91.93 % | 92.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'629 CHF | 139'379 CHF | 100.00% | 100.00% |