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% | 90.56 % | 91.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'385 CHF | 137'435 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 90.34 % | 91.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'177 CHF | 136'227 CHF | 89.38% | 89.38% |
18.11.2024 | 0.76% | 91.19 % | 91.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'270 CHF | 138'320 CHF | 99.68% | 99.68% |
15.11.2024 | 0.75% | 91.59 % | 92.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'731 CHF | 139'781 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 93.29 % | 93.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'724 CHF | 140'774 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 93.44 % | 94.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'512 CHF | 141'562 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 93.82 % | 94.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'341 CHF | 142'391 CHF | 98.75% | 98.75% |
11.11.2024 | 0.73% | 95.05 % | 95.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'024 CHF | 144'074 CHF | 99.99% | 99.99% |
08.11.2024 | 0.73% | 95.18 % | 95.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'440 CHF | 144'490 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 96.19 % | 96.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'838 CHF | 145'888 CHF | 100.00% | 100.00% |