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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.70% | 99.32 % | 100.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'764 CHF | 149'814 CHF | 100.00% | 100.00% |
20.11.2024 | 0.71% | 98.24 % | 98.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'681 CHF | 148'731 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 97.98 % | 98.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'115 CHF | 148'165 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.56 % | 99.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'525 CHF | 148'575 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 98.02 % | 98.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'149 CHF | 148'199 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.19 % | 98.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'895 CHF | 147'945 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 97.95 % | 98.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'718 CHF | 147'768 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 98.06 % | 98.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'846 CHF | 148'896 CHF | 98.75% | 98.75% |
11.11.2024 | 0.71% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'904 CHF | 148'954 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.42 % | 99.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'927 CHF | 148'977 CHF | 99.84% | 99.84% |