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% | 100.61 % | 101.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'262 CHF | 152'312 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'832 CHF | 151'882 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'854 CHF | 151'904 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'804 CHF | 151'854 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.98 % | 101.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'155 CHF | 152'205 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 100.40 % | 101.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'536 CHF | 151'586 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.43 % | 101.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'927 CHF | 151'977 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.03 % | 101.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'590 CHF | 152'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.97 % | 101.67 % | 150'000 | 150'000 | 150'000 | 149'988 | 151'556 CHF | 152'594 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.20 % | 101.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'987 CHF | 153'037 CHF | 100.00% | 100.00% |