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 | 0.71% | 98.09 % | 98.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'589 CHF | 148'639 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.23 % | 98.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'115 CHF | 148'165 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 98.53 % | 99.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'732 CHF | 148'782 CHF | 99.68% | 99.68% |
15.11.2024 | 0.71% | 98.24 % | 98.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'992 CHF | 149'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.50 % | 99.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'507 CHF | 148'557 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.24 % | 98.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'545 CHF | 148'595 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'159 CHF | 149'209 CHF | 98.75% | 98.75% |
11.11.2024 | 0.70% | 99.17 % | 99.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'053 CHF | 150'103 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 103.00 % | 103.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'623 CHF | 155'673 CHF | 99.84% | 99.84% |
07.11.2024 | 0.68% | 103.46 % | 104.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'017 CHF | 156'067 CHF | 100.00% | 100.00% |