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 | 1.02% | 97.57 % | 98.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'812 CHF | 148'312 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 97.52 % | 98.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'356 CHF | 147'856 CHF | 89.38% | 89.38% |
18.11.2024 | 1.02% | 97.79 % | 98.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'552 CHF | 148'052 CHF | 99.68% | 99.68% |
15.11.2024 | 1.02% | 97.34 % | 98.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'855 CHF | 147'355 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.53 % | 98.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'796 CHF | 147'296 CHF | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.09 % | 98.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'629 CHF | 147'129 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.04 % | 98.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'946 CHF | 147'446 CHF | 98.75% | 98.75% |
11.11.2024 | 1.02% | 97.61 % | 98.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'389 CHF | 147'889 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.32 % | 98.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'915 CHF | 147'415 CHF | 99.84% | 99.84% |
07.11.2024 | 1.02% | 97.48 % | 98.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'355 CHF | 147'855 CHF | 100.00% | 100.00% |