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 | 0.51% | 98.27 % | 98.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'737 CHF | 148'487 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.47 % | 98.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'572 CHF | 148'322 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 98.87 % | 99.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'243 CHF | 148'993 CHF | 99.67% | 99.67% |
15.11.2024 | 0.50% | 98.86 % | 99.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'376 CHF | 149'126 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.66 % | 99.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'827 CHF | 148'577 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.28 % | 98.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'610 CHF | 148'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.42 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'128 CHF | 148'878 CHF | 98.73% | 98.73% |
11.11.2024 | 0.50% | 100.14 % | 100.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'317 CHF | 151'067 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.96 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'101 CHF | 150'851 CHF | 99.82% | 99.82% |
07.11.2024 | 0.50% | 100.39 % | 100.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'446 CHF | 151'196 CHF | 100.00% | 100.00% |