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% | 97.64 % | 98.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'533 CHF | 58'995 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 97.40 % | 98.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'511 CHF | 58'973 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 97.96 % | 98.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'739 CHF | 59'207 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 97.67 % | 98.44 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'588 CHF | 59'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 97.62 % | 98.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'305 CHF | 58'766 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 96.64 % | 97.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'888 CHF | 58'347 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 95.93 % | 96.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'765 CHF | 58'223 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 97.40 % | 98.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'306 CHF | 58'768 CHF | 84.65% | 84.65% |
08.11.2024 | 0.79% | 97.51 % | 98.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'648 CHF | 59'112 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 98.83 % | 99.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'235 CHF | 59'703 CHF | 100.00% | 100.00% |