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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 87.67 % | 88.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'096 CHF | 132'146 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 87.03 % | 87.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'963 CHF | 132'013 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 86.54 % | 87.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'879 CHF | 130'929 CHF | 89.40% | 89.40% |
18.11.2024 | 0.79% | 87.60 % | 88.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'556 CHF | 132'606 CHF | 99.66% | 99.66% |
15.11.2024 | 0.79% | 88.65 % | 89.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'040 CHF | 134'090 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 88.96 % | 89.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'434 CHF | 134'484 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 88.65 % | 89.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'294 CHF | 133'344 CHF | 99.98% | 99.98% |
12.11.2024 | 0.79% | 88.10 % | 88.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'108 CHF | 134'158 CHF | 98.71% | 98.71% |
11.11.2024 | 0.78% | 89.28 % | 89.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'168 CHF | 135'218 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 89.39 % | 90.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'679 CHF | 134'729 CHF | 99.84% | 99.84% |