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 | 0.89% | 78.20 % | 78.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 117'410 CHF | 118'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 77.75 % | 78.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 116'220 CHF | 117'270 CHF | 89.40% | 89.40% |
18.11.2024 | 0.87% | 80.58 % | 81.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 120'313 CHF | 121'363 CHF | 99.65% | 99.65% |
15.11.2024 | 0.86% | 80.05 % | 80.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 121'107 CHF | 122'157 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 81.63 % | 82.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'205 CHF | 123'255 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 81.38 % | 82.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'336 CHF | 123'386 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 81.66 % | 82.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 122'902 CHF | 123'952 CHF | 98.71% | 98.71% |
11.11.2024 | 0.84% | 82.67 % | 83.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'259 CHF | 125'309 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 82.36 % | 83.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 124'112 CHF | 125'162 CHF | 99.84% | 99.84% |
07.11.2024 | 0.83% | 83.09 % | 83.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'392 CHF | 126'442 CHF | 100.00% | 100.00% |