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 | 0.77% | 90.69 % | 91.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'673 CHF | 137'723 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 91.02 % | 91.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'510 CHF | 137'560 CHF | 89.40% | 89.40% |
18.11.2024 | 0.76% | 91.58 % | 92.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'780 CHF | 137'830 CHF | 99.66% | 99.66% |
15.11.2024 | 0.77% | 90.93 % | 91.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'589 CHF | 137'639 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 90.69 % | 91.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'540 CHF | 136'590 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 88.99 % | 89.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'673 CHF | 134'723 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 88.93 % | 89.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'767 CHF | 135'817 CHF | 98.72% | 98.72% |
11.11.2024 | 0.77% | 90.37 % | 91.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'017 CHF | 137'067 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 89.51 % | 90.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'493 CHF | 136'543 CHF | 99.84% | 99.84% |
07.11.2024 | 0.76% | 91.73 % | 92.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'381 CHF | 138'431 CHF | 100.00% | 100.00% |