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% | 99.40 % | 100.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'322 CHF | 150'372 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.33 % | 100.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'983 CHF | 150'033 CHF | 89.36% | 89.36% |
18.11.2024 | 0.70% | 99.52 % | 100.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'210 CHF | 150'260 CHF | 99.67% | 99.67% |
15.11.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'372 CHF | 150'422 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'496 CHF | 150'546 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'183 CHF | 150'233 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'372 CHF | 150'422 CHF | 98.73% | 98.73% |
11.11.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'627 CHF | 150'677 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.41 % | 100.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'159 CHF | 150'209 CHF | 99.83% | 99.83% |
07.11.2024 | 0.70% | 99.59 % | 100.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'244 CHF | 150'294 CHF | 100.00% | 100.00% |