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% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'126 CHF | 152'176 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 100.96 % | 101.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'294 CHF | 152'344 CHF | 89.36% | 89.36% |
18.11.2024 | 0.69% | 101.17 % | 101.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'805 CHF | 152'855 CHF | 99.66% | 99.66% |
15.11.2024 | 0.69% | 101.44 % | 102.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'035 CHF | 153'085 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'126 CHF | 152'176 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.87 % | 101.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'656 CHF | 152'706 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.10 % | 101.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'974 CHF | 153'024 CHF | 98.76% | 98.76% |
11.11.2024 | 0.69% | 101.44 % | 102.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'108 CHF | 153'158 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.40 % | 102.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'994 CHF | 153'044 CHF | 99.85% | 99.85% |
07.11.2024 | 0.69% | 101.26 % | 101.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'430 CHF | 152'480 CHF | 100.00% | 100.00% |