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 | 1.01% | 98.08 % | 99.08 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'929 CHF | 69'629 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 98.14 % | 99.14 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'632 CHF | 69'332 CHF | 55.30% | 55.30% |
18.11.2024 | 1.00% | 99.33 % | 100.33 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'662 CHF | 70'362 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.46 % | 100.46 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'881 CHF | 70'581 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 100.02 % | 101.02 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'657 CHF | 70'357 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.86 % | 99.86 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'920 CHF | 69'620 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 97.91 % | 98.91 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'077 CHF | 69'777 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.74 % | 100.74 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'785 CHF | 70'485 CHF | 99.86% | 99.86% |
08.11.2024 | 1.01% | 97.72 % | 98.72 % | 70'000 | 70'000 | 70'000 | 70'000 | 68'686 CHF | 69'386 CHF | 97.13% | 97.13% |
07.11.2024 | 1.00% | 99.75 % | 100.75 % | 70'000 | 70'000 | 70'000 | 70'000 | 69'849 CHF | 70'549 CHF | 100.00% | 100.00% |