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% | 97.29 % | 97.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'380 CHF | 147'430 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 97.44 % | 98.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'319 CHF | 147'369 CHF | 89.38% | 89.38% |
18.11.2024 | 0.72% | 97.22 % | 97.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'811 CHF | 146'861 CHF | 99.68% | 99.68% |
15.11.2024 | 0.72% | 97.06 % | 97.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'022 CHF | 147'072 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 96.58 % | 97.28 % | 150'000 | 150'000 | 150'000 | 149'992 | 144'913 CHF | 145'956 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 97.51 % | 98.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'703 CHF | 147'753 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.78 % | 98.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'009 CHF | 148'059 CHF | 98.74% | 98.74% |
11.11.2024 | 0.70% | 98.49 % | 99.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'487 CHF | 149'537 CHF | 96.69% | 96.69% |
08.11.2024 | 0.70% | 99.05 % | 99.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'512 CHF | 149'562 CHF | 99.85% | 99.85% |
07.11.2024 | 0.70% | 99.84 % | 100.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'367 CHF | 150'417 CHF | 100.00% | 100.00% |