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 | 0.70% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'504 CHF | 151'554 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.84 % | 100.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'624 CHF | 150'674 CHF | 89.40% | 89.40% |
18.11.2024 | 0.70% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'394 CHF | 151'444 CHF | 99.65% | 99.65% |
15.11.2024 | 0.69% | 100.26 % | 100.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'569 CHF | 151'619 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 100.47 % | 101.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'297 CHF | 151'347 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'611 CHF | 150'661 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'640 CHF | 151'690 CHF | 98.71% | 98.71% |
11.11.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'739 CHF | 151'789 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.11 % | 100.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'233 CHF | 151'283 CHF | 99.84% | 99.84% |
07.11.2024 | 0.70% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'341 CHF | 151'391 CHF | 100.00% | 100.00% |