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 | 0.78% | 89.32 % | 90.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'668 CHF | 135'718 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 89.94 % | 90.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'816 CHF | 135'866 CHF | 89.40% | 89.40% |
18.11.2024 | 0.77% | 90.33 % | 91.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'013 CHF | 136'063 CHF | 99.66% | 99.66% |
15.11.2024 | 0.77% | 90.64 % | 91.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'709 CHF | 137'759 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 91.80 % | 92.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'728 CHF | 138'778 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 91.25 % | 91.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'845 CHF | 137'895 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 91.72 % | 92.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'049 CHF | 139'099 CHF | 98.71% | 98.71% |
11.11.2024 | 0.76% | 92.33 % | 93.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'427 CHF | 139'477 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 91.81 % | 92.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'349 CHF | 138'399 CHF | 99.84% | 99.84% |
07.11.2024 | 0.76% | 91.45 % | 92.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'308 CHF | 138'358 CHF | 100.00% | 100.00% |