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 | 0.79% | 87.62 % | 88.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'995 CHF | 133'045 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 87.02 % | 87.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'634 CHF | 131'684 CHF | 89.40% | 89.40% |
18.11.2024 | 0.79% | 88.23 % | 88.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'541 CHF | 133'591 CHF | 99.66% | 99.66% |
15.11.2024 | 0.79% | 88.61 % | 89.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'020 CHF | 134'070 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 88.20 % | 88.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'365 CHF | 132'415 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 86.80 % | 87.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'066 CHF | 131'116 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 85.83 % | 86.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'269 CHF | 131'319 CHF | 98.72% | 98.72% |
11.11.2024 | 0.78% | 89.13 % | 89.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'489 CHF | 134'539 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 88.57 % | 89.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'785 CHF | 134'835 CHF | 99.84% | 99.84% |
07.11.2024 | 0.76% | 91.59 % | 92.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'093 CHF | 138'143 CHF | 100.00% | 100.00% |