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 | 0.69% | 101.46 % | 102.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'235 CHF | 153'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.26 % | 101.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'957 CHF | 153'007 CHF | 89.40% | 89.40% |
18.11.2024 | 0.69% | 101.29 % | 101.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'964 CHF | 153'014 CHF | 99.67% | 99.67% |
15.11.2024 | 0.69% | 101.13 % | 101.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'719 CHF | 152'769 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.16 % | 101.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'487 CHF | 152'537 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.95 % | 101.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'380 CHF | 152'430 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.82 % | 101.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'451 CHF | 152'501 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.01 % | 101.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'599 CHF | 152'649 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.76 % | 101.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'125 CHF | 152'175 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 100.85 % | 101.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'354 CHF | 152'404 CHF | 100.00% | 100.00% |