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% | 97.60 % | 98.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'681 CHF | 147'731 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.86 % | 99.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'291 CHF | 149'341 CHF | 89.38% | 89.38% |
18.11.2024 | 0.70% | 99.26 % | 99.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'809 CHF | 149'859 CHF | 99.67% | 99.67% |
15.11.2024 | 0.70% | 99.08 % | 99.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'847 CHF | 149'897 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.26 % | 99.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'662 CHF | 149'712 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'254 CHF | 149'304 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 98.46 % | 99.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'511 CHF | 149'561 CHF | 98.74% | 98.74% |
11.11.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'241 CHF | 150'291 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 98.99 % | 99.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'966 CHF | 150'016 CHF | 98.40% | 98.40% |
07.11.2024 | 0.70% | 99.39 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'190 CHF | 150'240 CHF | 100.00% | 100.00% |