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% | 98.65 % | 99.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'182 CHF | 149'232 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.63 % | 99.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'869 CHF | 148'919 CHF | 89.37% | 89.37% |
18.11.2024 | 0.70% | 99.64 % | 100.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'373 CHF | 150'423 CHF | 99.67% | 99.67% |
15.11.2024 | 0.70% | 99.58 % | 100.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'574 CHF | 150'624 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'651 CHF | 150'701 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'391 CHF | 150'441 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.68 % | 100.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'650 CHF | 150'700 CHF | 98.72% | 98.72% |
11.11.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'894 CHF | 150'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.67 % | 100.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'465 CHF | 150'515 CHF | 99.83% | 99.83% |
07.11.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'521 CHF | 150'571 CHF | 100.00% | 100.00% |