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 | 1.34% | 73.44 % | 74.44 % | 70'000 | 70'000 | 70'000 | 70'000 | 51'934 CHF | 52'634 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 74.75 % | 75.75 % | 70'000 | 70'000 | 70'000 | 70'000 | 51'739 CHF | 52'439 CHF | 55.30% | 55.30% |
18.11.2024 | 1.30% | 76.22 % | 77.22 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'584 CHF | 54'284 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 76.96 % | 77.96 % | 70'000 | 70'000 | 70'000 | 70'000 | 54'163 CHF | 54'863 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 76.24 % | 77.24 % | 70'000 | 70'000 | 70'000 | 70'000 | 52'908 CHF | 53'608 CHF | 81.38% | 81.38% |
13.11.2024 | 1.31% | 75.80 % | 76.80 % | 70'000 | 70'000 | 70'000 | 70'000 | 53'143 CHF | 53'843 CHF | 100.00% | 100.00% |
12.11.2024 | 1.28% | 76.57 % | 77.57 % | 70'000 | 70'000 | 69'969 | 70'000 | 54'192 CHF | 54'916 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 81.95 % | 82.95 % | 70'000 | 70'000 | 70'000 | 70'000 | 57'508 CHF | 58'208 CHF | 99.86% | 99.86% |
08.11.2024 | 1.22% | 80.49 % | 81.49 % | 70'000 | 70'000 | 70'000 | 70'000 | 56'845 CHF | 57'545 CHF | 97.13% | 97.13% |
07.11.2024 | 1.18% | 83.70 % | 84.70 % | 70'000 | 70'000 | 70'000 | 70'000 | 58'736 CHF | 59'436 CHF | 100.00% | 100.00% |