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 | 0.79% | 87.77 % | 88.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'932 CHF | 132'982 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 88.42 % | 89.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'200 CHF | 133'250 CHF | 89.36% | 89.36% |
18.11.2024 | 0.79% | 88.47 % | 89.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'272 CHF | 133'322 CHF | 99.67% | 99.67% |
15.11.2024 | 0.79% | 87.76 % | 88.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'727 CHF | 132'777 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 88.82 % | 89.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'655 CHF | 132'705 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 88.10 % | 88.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'452 CHF | 132'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 87.43 % | 88.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'150 CHF | 133'200 CHF | 98.72% | 98.72% |
11.11.2024 | 0.78% | 88.79 % | 89.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'924 CHF | 134'974 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 89.24 % | 89.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'494 CHF | 135'544 CHF | 99.83% | 99.83% |
07.11.2024 | 0.77% | 90.06 % | 90.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'820 CHF | 136'870 CHF | 100.00% | 100.00% |