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% | 100.28 % | 100.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'719 CHF | 151'769 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'218 CHF | 151'268 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.50 % | 101.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'661 CHF | 151'711 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'956 CHF | 152'006 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.73 % | 101.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'991 CHF | 152'041 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'820 CHF | 151'870 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'353 CHF | 152'403 CHF | 98.74% | 98.74% |
11.11.2024 | 0.69% | 101.06 % | 101.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'679 CHF | 152'729 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.76 % | 101.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'181 CHF | 152'231 CHF | 99.83% | 99.83% |
07.11.2024 | 0.69% | 101.07 % | 101.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'419 CHF | 152'469 CHF | 100.00% | 100.00% |